Ecosyste.ms: Issues

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GitHub / JuliaActuary/EconomicScenarioGenerators.jl issues and pull requests

#44 - Make package more integrated with FinanceModels

Issue - State: open - Opened by alecloudenback about 1 year ago

#43 - update for FinanceModels & Transducers

Pull Request - State: closed - Opened by alecloudenback about 1 year ago - 2 comments

#41 - More interesting copulas than gaussian + tests

Pull Request - State: closed - Opened by lrnv about 2 years ago - 2 comments

#40 - fix compat

Pull Request - State: closed - Opened by alecloudenback about 2 years ago

#39 - Correlated Generators

Pull Request - State: closed - Opened by alecloudenback about 2 years ago - 2 comments

#38 - freshen up docs

Pull Request - State: closed - Opened by alecloudenback about 2 years ago

#37 - add type annotations to improve type inference

Pull Request - State: closed - Opened by alecloudenback about 2 years ago - 1 comment

#36 - Add yield curves as output from short rate models

Issue - State: open - Opened by kasperrisager about 2 years ago - 5 comments

#35 - Fix HullWhite

Pull Request - State: closed - Opened by alecloudenback about 2 years ago - 1 comment

#33 - Interest Rates: avoiding negative discount factors?

Issue - State: closed - Opened by alecloudenback about 2 years ago

#32 - Resolve Hull White issues (market consistency)

Pull Request - State: closed - Opened by alecloudenback about 2 years ago - 1 comment

#31 - Use SnoopCompile to precompile more stuff

Issue - State: open - Opened by alecloudenback about 2 years ago

#30 - add benchmark code

Pull Request - State: closed - Opened by alecloudenback about 2 years ago

#29 - reduce heap allocations

Pull Request - State: closed - Opened by alecloudenback about 2 years ago - 1 comment

#28 - Hull White Market Consistency

Issue - State: closed - Opened by alecloudenback about 2 years ago - 11 comments

#27 - Uncessesary Allocations?

Issue - State: closed - Opened by alecloudenback about 2 years ago

#26 - add some docs and tests

Pull Request - State: closed - Opened by alecloudenback about 2 years ago - 1 comment

#23 - Add/Improve Docstrings

Issue - State: closed - Opened by alecloudenback about 2 years ago

#22 - fix type stability

Pull Request - State: closed - Opened by alecloudenback about 2 years ago

#21 - add RNG specification

Pull Request - State: closed - Opened by alecloudenback about 2 years ago

#20 - Type stability

Issue - State: closed - Opened by alecloudenback about 2 years ago - 1 comment

#19 - RNG Management

Issue - State: closed - Opened by alecloudenback about 2 years ago

#18 - Allow indexing without fully allocating array

Pull Request - State: closed - Opened by alecloudenback about 2 years ago - 1 comment

#17 - API for correlations of variables

Issue - State: closed - Opened by alecloudenback about 2 years ago
Labels: API

#16 - Add AAA ESG

Issue - State: open - Opened by alecloudenback about 2 years ago - 2 comments
Labels: enhancement, API

#15 - looser range logic to account for accumulated floating point error

Pull Request - State: closed - Opened by alecloudenback about 2 years ago - 1 comment

#14 - ScenarioGenerator parameters

Issue - State: closed - Opened by alecloudenback about 2 years ago

#13 - Test Cases for initial release

Issue - State: closed - Opened by alecloudenback over 2 years ago

#12 - BSM tests

Pull Request - State: closed - Opened by alecloudenback over 2 years ago - 6 comments

#11 - updates for v3 of Yields

Pull Request - State: closed - Opened by alecloudenback over 2 years ago

#10 - current version fails to compile at first `using`

Issue - State: closed - Opened by reumle over 2 years ago - 2 comments

#7 - Help with EconomicScenarioGenerators!

Issue - State: open - Opened by alecloudenback over 2 years ago
Labels: good first issue, help wanted

#6 - Iteration interfact needs concrete type information for expected rate output

Issue - State: closed - Opened by alecloudenback over 2 years ago
Labels: upstream

#4 - TagBot trigger issue

Issue - State: closed - Opened by JuliaTagBot over 2 years ago - 16 comments

#3 - Documentation keys

Issue - State: closed - Opened by alecloudenback over 2 years ago