cmdty/storage issues and pull requests

#56 - Example Python code for calibrating the 3-factor seasonal model will be added to this repo later.

Issue - State: open - Opened by mattslezak-shell 11 months ago

#55 - issues with extrinsic expected profile

Issue - State: closed - Opened by Dylan-Parker 12 months ago - 2 comments

#54 - Standard Error Antithetic Bug Fix + Delta Standard Error

Pull Request - State: open - Opened by cmdty 12 months ago

#53 - Use SVD for Regression in LSMC

Issue - State: open - Opened by cmdty 12 months ago
Labels: modelling

#52 - Standard Error Bug

Issue - State: open - Opened by cmdty 12 months ago
Labels: bug, modelling

#51 - No Excel Dna Pack

Pull Request - State: closed - Opened by cmdty 12 months ago

#50 - Calculate and Return Standard Error of Delta

Issue - State: open - Opened by cmdty 12 months ago
Labels: modelling

#49 - Include Standard Error in LSMC Results

Issue - State: closed - Opened by cmdty about 1 year ago
Labels: modelling, python api, excel add-in

#48 - Move Delta Calculation out of Core Valuation Code

Issue - State: open - Opened by cmdty about 1 year ago - 1 comment
Labels: modelling

#47 - Excel Async Blocking Calc Modes

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

#46 - Set up Sample Notebooks with Binder

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

#45 - Add C# Sample for LSMC Valuation

Issue - State: closed - Opened by cmdty about 1 year ago

#44 - Fix C# Coverage

Issue - State: open - Opened by cmdty about 1 year ago
Labels: build

#43 - Fix Warnings on Creating Python Package

Issue - State: open - Opened by cmdty about 1 year ago
Labels: build, python api

#42 - More Vectorisations with MKL

Issue - State: open - Opened by cmdty about 1 year ago
Labels: modelling

#41 - Allow Excel Add-in Two Calculation Modes

Issue - State: closed - Opened by cmdty about 1 year ago - 1 comment
Labels: excel add-in

#40 - Create .NET Console App

Issue - State: open - Opened by cmdty over 1 year ago
Labels: enhancement

#39 - Separate Nomination Dates From Delivery Dates

Issue - State: open - Opened by cmdty over 1 year ago
Labels: modelling

#38 - Select Simulated Values Returned

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

#37 - Volatility and Correlation of Traded Forward Contracts

Issue - State: open - Opened by cmdty over 1 year ago
Labels: modelling

#36 - Discount Factors Rather Than Interest Rates Provided by Caller

Issue - State: open - Opened by cmdty over 1 year ago
Labels: modelling, python api

#35 - Tidy Up Python Build/CI/Test Dependencies and Fix Versions

Issue - State: open - Opened by cmdty over 1 year ago
Labels: dependencies, build, python api

#34 - Mean reversion for three-factor seasonal model

Issue - State: closed - Opened by nribei over 1 year ago - 25 comments
Labels: modelling

#33 - Document Multi-Factor Helper Classes

Issue - State: open - Opened by cmdty over 1 year ago
Labels: documentation, python api

#32 - storage_gui has injection and withdrawal rate reverse to the ratchet storage definition

Issue - State: closed - Opened by londown over 1 year ago - 6 comments
Labels: bug

#31 - InventoryConstraintsCannotBeFulfilledException on minimal min_inventory

Issue - State: closed - Opened by londown over 1 year ago - 8 comments

#30 - Rounding Error using time-varying ratchets

Issue - State: closed - Opened by carlobindaeq over 1 year ago - 10 comments

#29 - Fix for libiomp5md.dll Crash Issue

Issue - State: open - Opened by cmdty about 2 years ago - 1 comment
Labels: dependencies, build, python api