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
#188 - CompatHelper: bump compat for DataInterpolations to 6, (keep existing compat)
Pull Request -
State: open - Opened by github-actions[bot] 2 months ago
#187 - Stochastic Model WIP
Pull Request -
State: open - Opened by alecloudenback 4 months ago
#186 - CompatHelper: bump compat for MakieCore in [weakdeps] to 0.8, (keep existing compat)
Pull Request -
State: closed - Opened by github-actions[bot] 4 months ago
#185 - CompatHelper: bump compat for DataInterpolations to 5, (keep existing compat)
Pull Request -
State: closed - Opened by github-actions[bot] 5 months ago
- 1 comment
#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
#182 - Add integration tests with EconomicScenario Generators
Issue -
State: open - 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
#178 - migrate from BSplineKit to DataInterpolations, provide `PolynomialSpline`
Pull Request -
State: closed - Opened by alecloudenback 6 months ago
#177 - Make Package Load faster
Issue -
State: open - Opened by alecloudenback 6 months ago
- 2 comments
#176 - CompatHelper: bump compat for OptimizationMetaheuristics to 0.2, (keep existing compat)
Pull Request -
State: closed - Opened by github-actions[bot] 7 months ago
#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
#117 - Support more `Real` types (e.g. curve bootsrapping fails on `DecFP.Dec64` inputs
Issue -
State: closed - Opened by alecloudenback over 2 years ago
#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
#112 - For parametric curves, show params in the `show` method
Issue -
State: open - Opened by alecloudenback over 2 years ago
#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
#97 - An initial attempt to add NelsonSiegelSvensson and SmoothingSpline but may be discussed further
Pull Request -
State: closed - Opened by leeyuntien over 2 years ago
- 25 comments
#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
#92 - move IRR solvers into new upstream package given duplicate usage in ActuaryUtilities and Yields
Issue -
State: closed - Opened by alecloudenback over 2 years ago
#91 - Current Par implementation could be made more efficient (less allocations)
Issue -
State: open - Opened by alecloudenback over 2 years ago
#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