Ecosyste.ms: Issues

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

GitHub / amaggiulli/QLNet issues and pull requests

#290 - Fix Aboriginal people day in Chile calendar

Pull Request - State: open - Opened by bet0x10 about 2 months ago

#289 - Added CAD-CORRA overnight index

Pull Request - State: closed - Opened by novitk 3 months ago

#288 - Added Futures Type - Custom;

Pull Request - State: closed - Opened by ninetiger 6 months ago - 2 comments

#286 - Update and refactor Asian engines

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

#285 - Update to .NET 8 - Closes #283

Pull Request - State: closed - Opened by jerhat 8 months ago

#284 - Fix Schedule.previousDate and Schedule.nextDate

Pull Request - State: closed - Opened by igitur 10 months ago - 2 comments

#283 - Update to .NET 8

Issue - State: closed - Opened by amaggiulli 11 months ago - 3 comments

#282 - Determine early close date for US bond market calendar

Issue - State: closed - Opened by amaggiulli 11 months ago

#281 - Add 2023-12-15 as South African public holiday

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

#280 - Add Compounded Then Simple calculation

Issue - State: closed - Opened by amaggiulli over 1 year ago

#279 - Add Bond Equivalent Yield calculation

Issue - State: closed - Opened by amaggiulli over 1 year ago

#278 - Update Callable bonds with tests

Issue - State: closed - Opened by amaggiulli over 1 year ago

#277 - [BUG]

Issue - State: closed - Opened by lorenzo-dipuccio over 1 year ago - 2 comments
Labels: bug

#276 - Fix .NET 7 compilation warnings

Issue - State: closed - Opened by amaggiulli over 1 year ago

#275 - Updated calendars for 2023

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

#274 - Greece and Cyprus Calendars

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

#273 - Net standard over net 6.0

Issue - State: closed - Opened by screig about 2 years ago - 10 comments

#272 - Added batch calculations

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

#271 - Support New Zealand's new publish holiday: Matariki holiday.

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

#270 - features/supportNzMatarikiHolidays

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

#269 - Fix a few things

Pull Request - State: closed - Opened by mookid8000 almost 3 years ago - 2 comments

#268 - Merge branch 'master' [skip ci]

Pull Request - State: closed - Opened by amaggiulli almost 3 years ago

#267 - Target Net5.0 Framework in samples too.

Pull Request - State: closed - Opened by oliviermilla about 3 years ago

#265 - [BUG] Error in ActualActualISMA daycounter for long/short final periods

Issue - State: closed - Opened by kristofferpagels over 3 years ago - 5 comments

#264 - Project reference to QLNet in samples and consolidated props file

Pull Request - State: closed - Opened by igitur over 3 years ago - 4 comments

#263 - Add utility Date.ToDateTime() method

Pull Request - State: closed - Opened by igitur over 3 years ago

#262 - Format all code with dotnet format

Pull Request - State: closed - Opened by igitur almost 4 years ago - 2 comments

#261 - Use dotnet format instead of astyle

Issue - State: closed - Opened by igitur almost 4 years ago - 1 comment

#259 - Develop

Pull Request - State: closed - Opened by channell about 4 years ago - 1 comment

#258 - Thread aware calculation of LazyObject

Issue - State: closed - Opened by channell about 4 years ago - 5 comments

#257 - Question: is it possible to use QLNet for generic MC pricing?

Issue - State: closed - Opened by akasolace about 4 years ago - 2 comments

#256 - [BUG] Missing bank holidays in calendar for Denmark

Issue - State: closed - Opened by hhaldn over 4 years ago

#255 - Make helper classes internal

Pull Request - State: closed - Opened by igitur over 4 years ago - 4 comments

#254 - Feature #253

Pull Request - State: closed - Opened by amaggiulli over 4 years ago - 1 comment

#253 - [FEATURE] Cleanup Project solution

Issue - State: closed - Opened by amaggiulli over 4 years ago - 5 comments

#251 - Removing double build in dev and moving certain steps to the correct …

Pull Request - State: closed - Opened by potatman over 4 years ago - 1 comment

#250 - Fixing QLNet.Old build.

Pull Request - State: closed - Opened by potatman over 4 years ago - 1 comment

#249 - Cleanup

Pull Request - State: closed - Opened by amaggiulli over 4 years ago - 1 comment

#248 - Fixing outdated sonarqube and adding dotnet core tests

Pull Request - State: closed - Opened by potatman over 4 years ago - 1 comment

#247 - Qfupdates

Pull Request - State: closed - Opened by zakkra over 4 years ago

#246 - Expand BondFunctions::yield to accept dirty price as input too

Pull Request - State: closed - Opened by igitur over 4 years ago - 1 comment

#245 - Add Heston Barrier & Vanilla FDM engine

Pull Request - State: closed - Opened by tournierjc over 4 years ago - 7 comments

#244 - Add Cranck-Nicholson, Method of Lines & TrBDF2 schemes

Pull Request - State: closed - Opened by tournierjc over 4 years ago - 2 comments

#243 - Add Quanto Term Structure

Pull Request - State: closed - Opened by tournierjc over 4 years ago

#242 - Add Cumulative & Inverse Cumulative Chi² Distribution

Pull Request - State: closed - Opened by tournierjc over 4 years ago

#241 - Adaptive Runge Kutta

Pull Request - State: closed - Opened by tournierjc over 4 years ago

#240 - MC Barrier Engine

Pull Request - State: closed - Opened by tournierjc over 4 years ago

#239 - [Heston process] Fix Broadie-Kaya exact scheme

Pull Request - State: closed - Opened by tournierjc over 4 years ago

#238 - Add MC Barrier Option Pricing Engine

Pull Request - State: closed - Opened by tournierjc over 4 years ago

#237 - Chi Square Distribution

Pull Request - State: closed - Opened by tournierjc over 4 years ago

#236 - Add Cumulative Gamma distribution

Pull Request - State: closed - Opened by tournierjc over 4 years ago

#235 - Old Project Files Fix

Pull Request - State: closed - Opened by tournierjc over 4 years ago - 1 comment

#234 - Date.GetHashCode() implemented (closes #233)

Pull Request - State: closed - Opened by QtRoS almost 5 years ago - 1 comment

#233 - [BUG] GetHashCode of Date class - absent implementation

Issue - State: closed - Opened by QtRoS almost 5 years ago - 1 comment

#232 - QLNet 1.11.3

Pull Request - State: closed - Opened by amaggiulli over 5 years ago

#231 - Making all projects dotnet standard/coreapp. (Changes minimum framework to net 4.5.1)

Pull Request - State: closed - Opened by potatman over 5 years ago - 1 comment

#230 - Filename convention and BasisPoint definition

Pull Request - State: closed - Opened by oliviermilla over 5 years ago - 2 comments

#229 - [REFACTO] Generalized Leg

Issue - State: closed - Opened by oliviermilla over 5 years ago

#228 - Multi-threading fix . This should solve #205 using suggestions from

Pull Request - State: closed - Opened by amaggiulli over 5 years ago - 1 comment

#227 - Fixedratebond.cs => FixedRateBond.cs

Pull Request - State: closed - Opened by oliviermilla over 5 years ago - 2 comments

#226 - Assignment was made twice.

Pull Request - State: closed - Opened by oliviermilla over 5 years ago

#225 - Question: Matching QuantLib version

Issue - State: closed - Opened by oliviermilla over 5 years ago - 2 comments

#224 - DefaultProbabilityHelper class

Issue - State: closed - Opened by jack1232 over 5 years ago - 2 comments

#223 - Collateralized Cash Swaption

Pull Request - State: closed - Opened by tournierjc over 5 years ago

#222 - Add Fast Fourier Transform

Pull Request - State: closed - Opened by tournierjc almost 6 years ago

#221 - [Cost Function] Fix omitted 'ref' keyword

Pull Request - State: closed - Opened by tournierjc almost 6 years ago

#220 - Cost Function fix

Pull Request - State: closed - Opened by tournierjc almost 6 years ago

#219 - Implement Default Curves

Pull Request - State: closed - Opened by tournierjc almost 6 years ago - 6 comments

#218 - Implement Default Curves

Pull Request - State: closed - Opened by tournierjc almost 6 years ago

#217 - Add Tsiveriotis Fernandes Lattice Engine

Pull Request - State: closed - Opened by maittaeb about 6 years ago - 7 comments

#216 - Being able to clear settings Observers

Pull Request - State: closed - Opened by papaneko about 6 years ago

#215 - Cant clear settings observers

Issue - State: closed - Opened by papaneko about 6 years ago

#214 - Master

Pull Request - State: closed - Opened by amaggiulli about 6 years ago

#213 - Feature/callable.oas

Pull Request - State: closed - Opened by amaggiulli about 6 years ago - 1 comment

#212 - Feature/211 fd dividend american engine

Pull Request - State: closed - Opened by amaggiulli about 6 years ago

#211 - FDDividendAmericanEngine - incorrect results

Issue - State: closed - Opened by pstrus about 6 years ago - 5 comments
Labels: bug

#210 - Feature/fix.accrual

Pull Request - State: closed - Opened by amaggiulli about 6 years ago

#209 - Feature/appveyorscript

Pull Request - State: closed - Opened by amaggiulli about 6 years ago - 1 comment

#208 - Updating badges in README.md

Pull Request - State: closed - Opened by geobmx540 about 6 years ago

#207 - Finish QLNet 1.11.1

Pull Request - State: closed - Opened by pengwen9 about 6 years ago - 1 comment

#206 - Version 1.11.0

Pull Request - State: closed - Opened by amaggiulli over 6 years ago

#205 - IndexManager is not thread safe

Issue - State: closed - Opened by xwlantian over 6 years ago - 8 comments

#204 - Make work with SQLCLR

Issue - State: closed - Opened by coderb over 6 years ago - 3 comments

#203 - Add helper method IndexManager.tryGetHistory

Pull Request - State: closed - Opened by igitur over 6 years ago - 1 comment

#202 - Fix filename after rename

Pull Request - State: closed - Opened by igitur over 6 years ago

#201 - Formatcode

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

#200 - Add LevenbergMarquardt precondition checks

Pull Request - State: closed - Opened by igitur over 6 years ago

#199 - Implement CompositeZeroYieldStructure

Pull Request - State: closed - Opened by igitur over 6 years ago

#198 - Replace all tabs in *.cs with 3 spaces

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

#196 - Fix bug in getExistingHelpers for ConvexMonotone interpolation

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

#195 - Update WeakEventSource pattern

Pull Request - State: closed - Opened by igitur over 6 years ago - 3 comments

#194 - Allow constraint on differential evolution

Pull Request - State: closed - Opened by tournierjc over 6 years ago

#193 - Strike and Type getters on Heston helper

Pull Request - State: closed - Opened by tournierjc over 6 years ago

#192 - Follow the updates on iborIndex

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

#191 - Allow custom CostFunction for Calibrated Model

Pull Request - State: closed - Opened by tournierjc over 6 years ago - 3 comments

#190 - Allow constraint on XABR interpolation

Pull Request - State: closed - Opened by tournierjc over 6 years ago - 1 comment

#189 - Bug fix on LMDIF algorithm

Pull Request - State: closed - Opened by tournierjc over 6 years ago