Ecosyste.ms: Issues

An open API service for providing issue and pull request metadata for open source projects.

GitHub / JuliaActuary/FinanceModels.jl issues and pull requests

#187 - Stochastic Model WIP

Pull Request - State: open - Opened by alecloudenback 4 months ago

#184 - Remove UnicodePlots as hard dep

Pull Request - State: closed - Opened by alecloudenback 5 months ago

#183 - fix Spline order

Pull Request - State: closed - Opened by alecloudenback 5 months ago

#181 - add warning re:par yield composition

Pull Request - State: closed - Opened by alecloudenback 6 months ago

#180 - make UnicodePlots an Extension

Pull Request - State: closed - Opened by alecloudenback 6 months ago

#179 - Make UnicodePlots an extension

Issue - State: closed - Opened by alecloudenback 6 months ago

#177 - Make Package Load faster

Issue - State: open - Opened by alecloudenback 6 months ago - 2 comments

#175 - CompatHelper: bump compat for BSplineKit to 0.17, (keep existing compat)

Pull Request - State: closed - Opened by github-actions[bot] 7 months ago - 1 comment

#174 - update for new Makie version

Pull Request - State: closed - Opened by alecloudenback 7 months ago - 1 comment

#173 - Add downgrade CI

Issue - State: open - Opened by alecloudenback 8 months ago

#172 - fixup Equity & Option Module & tests, add EuroPut

Pull Request - State: closed - Opened by alecloudenback 9 months ago - 1 comment

#171 - Add Monotone Convex

Pull Request - State: open - Opened by alecloudenback 11 months ago - 1 comment

#170 - allow projections on AbstractArray of contracts

Pull Request - State: closed - Opened by alecloudenback 11 months ago - 1 comment

#169 - Allow `CashflowProjection`s to be `pv`ed

Pull Request - State: closed - Opened by alecloudenback 11 months ago - 1 comment

#168 - Allow `CashflowProjection`s to be `pv`ed

Pull Request - State: closed - Opened by alecloudenback 11 months ago

#167 - Allow projections to be `pv`ed

Pull Request - State: closed - Opened by alecloudenback 11 months ago - 1 comment

#166 - add InterestRate Swap and one layer of unwrapping Transducers from Contracts

Pull Request - State: closed - Opened by alecloudenback 11 months ago - 1 comment

#165 - fix plot index

Pull Request - State: closed - Opened by alecloudenback 11 months ago

#164 - Docs update to strict docs build

Pull Request - State: closed - Opened by alecloudenback 11 months ago - 1 comment

#163 - Doc enhancements

Pull Request - State: closed - Opened by alecloudenback 11 months ago - 2 comments

#162 - support plotting with Makie

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

#161 - Define an irr/YTM for quotes

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

#160 - add example of alpha and ufr to SW

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

#159 - remove whitespace to avoid printing to terminal in Pluto

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

#158 - some typos

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

#157 - more docs and compat

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

#156 - Housekeeping for new release

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

#155 - Allow handling of `Date`s

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

#154 - A way to distinguish clean vs dirty prices?

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

#153 - Move some code to extensions

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

#152 - DateModel

Pull Request - State: open - Opened by alecloudenback about 1 year ago

#151 - Experimental re-write, but using Transducers

Pull Request - State: closed - Opened by alecloudenback over 1 year ago - 18 comments

#150 - Experimental re-write and rename to FinanceModels.jl

Pull Request - State: closed - Opened by alecloudenback over 1 year ago - 3 comments

#149 - Idea: Allow dates

Pull Request - State: closed - Opened by alecloudenback over 1 year ago - 1 comment

#148 - Migrate from SnoopPrecompile to PrecompileTools

Pull Request - State: closed - Opened by timholy over 1 year ago - 1 comment

#147 - Add Monotone Convex

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

#146 - Refactor to `curve` constructor

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

#145 - API Update

Issue - State: closed - Opened by alecloudenback over 1 year ago - 2 comments
Labels: enhancement, breaking

#144 - `ObservableQuote` Questions

Issue - State: closed - Opened by alecloudenback over 1 year ago - 1 comment

#143 - Add InexactError suggestion for Periodic

Pull Request - State: closed - Opened by xlxs4 almost 2 years ago - 5 comments
Labels: hacktoberfest-accepted

#142 - NS/NSS: Allow for fixing of certain parameters

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

#141 - switch to DataInterpolations instead of BSplineKit

Pull Request - State: open - Opened by alecloudenback almost 2 years ago - 1 comment

#140 - use SnoopPrecompile

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

#139 - Docstring fixups

Pull Request - State: closed - Opened by chris-b1 about 2 years ago - 1 comment

#138 - various things to try to improve TTFX

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

#137 - add invalidations workflow

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

#136 - define multiplication and division of yield objects

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

#135 - remove uncessary line

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

#134 - refactor core items into FinanceCore

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

#133 - correct some NS constructors and add test cases

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

#132 - Use SnoopCompile to precompile more stuff

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

#131 - Let curve inherit type of given rates for its methods

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

#130 - let `Periodic` work for numbers approximately equal to integers

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

#129 - simplify `par`

Pull Request - State: open - Opened by alecloudenback over 2 years ago - 1 comment

#128 - Add CairnsPritchard

Pull Request - State: open - Opened by alecloudenback over 2 years ago - 3 comments

#127 - Add Cairns-Pritchard curve fitting?

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

#126 - fix defaults when not given `Rate` type for rates

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

#125 - add missing code

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

#124 - define `__ratetype` for `Rate`s

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

#123 - remove unnecessary parameterizations

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

#122 - add precompile statements

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

#121 - Reduce the solving package dependency count

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

#120 - tag v3

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

#119 - Are rates bit types and what would be the impact of making them?

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

#118 - Add conversion methods `Continuous(r<:Periodic)` and `Periodic(c<:Continuous,period)`

Issue - State: closed - Opened by alecloudenback over 2 years ago - 1 comment
Labels: enhancement, good first issue, Hacktoberfest

#116 - Add NelsonSeigel Curves (per @leeyuntien) and some accomodating refactoring

Pull Request - State: closed - Opened by alecloudenback over 2 years ago - 9 comments

#115 - OIS and CMT refactor

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

#114 - Should Yields.Par have a method without `maturities`?

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

#113 - Add NelsonSeigel Curves

Pull Request - State: closed - Opened by alecloudenback over 2 years ago - 3 comments

#111 - define `forward` on `Rate`s

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

#110 - Have Rate subtype AbstractYield and add `AbstractYieldCurve` to heirarchy

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

#109 - Yields.Par errors on this combination of rates and tenors

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

#107 - Make yields inherit type if given something other than `Float64`

Issue - State: open - Opened by alecloudenback over 2 years ago - 1 comment

#106 - Add Example to `SmithWilson` docstring

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

#105 - Define `*` and `/` for `Rate`s

Issue - State: closed - Opened by alecloudenback over 2 years ago - 1 comment
Labels: enhancement

#104 - Renamed YieldCurve

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

#103 - Rename `YieldCurve` type to something else

Issue - State: closed - Opened by alecloudenback over 2 years ago - 1 comment
Labels: good first issue, Hacktoberfest, breaking

#102 - Readying Yields.jl for EconomicScenarioGenerators.jl

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

#101 - Provide rate type expected given only curve Type

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

#100 - Fix naming of spline from cubic to quadratic

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

#99 - Cubic splines?

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

#98 - `CubicSpline` interpolation was previously still using `LinearSpline` under the hood

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

#96 - update for 1.0.1 to 1.1.0 changes

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

#95 - use repr instead of show as it's much easier to wrangle than somethin…

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

#94 - Add additional methods for Rates: `+`, `-`, `>` and `<`

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

#93 - Add additional methods for Rates: `+`, `-`, `>` and `<`

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

#90 - WIP: Par Rates (`Yields.par(curve,time)` function)

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

#89 - update test compat entires

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

#88 - remove old `spot` function from exports

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