Skip to content

Issues: lballabio/QuantLib

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

49 Open 568 Closed
49 Open 568 Closed
Author
Filter by author
Loading
Label
Filter by label
Loading
Use alt + click/return to exclude labels
or ⇧ + click/return for logical OR
Projects
Filter by project
Loading
Milestones
Filter by milestone
Loading
Assignee
Filter by who’s assigned
Sort
Sort by
Newest Oldest Most commented Least commented Recently updated Least recently updated Best match
Most reactions
👍 👎 😄 🎉 😕 ❤️ 🚀 👀

Issues list

Credit Default Swap - Last period day counter is not used when there is only one period
#2105 opened Oct 25, 2024 by capitolis-stephen
2
New Zealand Calendar - minor issues
#2100 opened Oct 17, 2024 by lukedavis8767
3
Calendar::advance() by business days when starting on a holiday
#2093 opened Oct 14, 2024 by eltoder
8
cmake policy CMP0167
#2088 opened Oct 8, 2024 by jongbongan
7
Using instance evaluationDate when creating holidays in a calendar
#2083 opened Oct 3, 2024 by piterdias
3
Errors / FuturesRateHelper Convexity Adjustment Yield Curve bootstrapping issue
#2068 opened Sep 11, 2024 by is-source
2
OISRateHelper use in curve bootstrapping throwing exception TODAY, likely something to do with Labor Day holiday
#2065 opened Aug 28, 2024 by jbschaer
4
Duplicate arguments in LevenbergMarquardt optimization method
#2047 opened Jul 31, 2024 by eltoder
3
MCDigitalOption pricer not working
#2044 opened Jul 29, 2024 by lakshya-aga
7
Pricing options with holidays
#2035 opened Jul 25, 2024 by bgladwyn-pm
3
FloatingRateCoupon fixingDate() Following help wanted
#2015 opened Jul 9, 2024 by klin333
1
Support calculation for Partial time barrier PUT options and expose to Python-SWIG help wanted
#1986 opened Jun 3, 2024 by flogger007
Improving ql.ConstNotionalCrossCurrencyBasisSwapRateHelper and ql.MtMCrossCurrencyBasisSwapRateHelper help wanted
#1973 opened May 20, 2024 by QuantAnalyst89
1
backward start swap helper needed help wanted
#1941 opened Apr 6, 2024 by lennieye
4
Modify G2 processes so they take into account the interest-rate term structure in progress
#1904 opened Feb 6, 2024 by lballabio
2
Pass coupon pricer to the SwapRateHelper constructor for timing/convexity adjustments help wanted
#1817 opened Oct 24, 2023 by azarxa
9
Swap floating leg basis-point sensitivity includes coupons based on cashflow date - should it be fixing date? in progress
#1779 opened Aug 31, 2023 by tomwhoiscontrary
16
Pricing Bonds with face values other than $100 help wanted
#1768 opened Aug 15, 2023 by bkhoor
3
OISRateHelper uses index fixing calendar for date generation, should use paymentCalendar help wanted
#1703 opened Jun 15, 2023 by trentmaetzold
5
Settlement days for SONIA in MakeOIS help wanted
#1695 opened Jun 6, 2023 by tomwhoiscontrary
3
OISRateHelper should take a QuoteHandle for overnightSpread parameter help wanted
#1681 opened May 24, 2023 by trentmaetzold
2
"Fast Valuation of Seasoned OIS Swaps" help wanted
#1653 opened May 3, 2023 by tomwhoiscontrary
2
CMake build does not generate QL_PACKAGE_NAME help wanted
#1505 opened Oct 31, 2022 by tom91136
5
RuntimeError: Boost assertion failed: px != 0 using Merton Jump Diffusion model
#1467 opened Aug 26, 2022 by philippb90
5
The market convention in Canada is to quote a money market equivalent yield on bonds that are in their last coupon period help wanted
#1430 opened Jul 13, 2022 by qiubill
9
ProTip! Type g p on any issue or pull request to go back to the pull request listing page.