Ecosyste.ms: Issues

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

GitHub / finmath/finmath-lib issues and pull requests

#97 - Use native finmath curves in equities framework

Pull Request - State: closed - Opened by agrotz about 2 months ago - 1 comment

#96 - Use native finmath curves in equities framework

Pull Request - State: closed - Opened by agrotz 2 months ago

#95 - ShortRateModel extends TermstructureModel fix short rate calibration

Pull Request - State: closed - Opened by AlessandroGnoatto 2 months ago - 1 comment

#94 - BussinessDateCalendar getRolledDate JavaDoc does not match implementation

Issue - State: closed - Opened by Snijder 5 months ago - 1 comment

#93 - Bugfix DICEModel and submodels, added external forcing

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

#92 - Error with the xml files

Issue - State: open - Opened by Mephistopheles-0 over 1 year ago - 1 comment

#91 - Code refactoring

Pull Request - State: open - Opened by alensden2 almost 2 years ago

#90 - Use separate locks for cloned objects of CurveInterpolation

Pull Request - State: closed - Opened by nahian1005002 almost 2 years ago - 1 comment

#89 - Added CSRNG functionality.

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

#88 - Fix blackScholesOptionTheta

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

#86 - Improve MAVEN build Performance

Pull Request - State: closed - Opened by SilverSteven about 3 years ago - 1 comment

#85 - Eclipse: import “Project from Git” no longer works

Issue - State: open - Opened by AlessandroGnoatto almost 4 years ago - 2 comments

#84 - Merge fix in equity theta calculation.

Pull Request - State: closed - Opened by agrotz almost 4 years ago - 1 comment

#83 - add bond calibration test

Pull Request - State: closed - Opened by noittom over 4 years ago - 5 comments

#82 - Feature/equity options under local vol and dividends

Pull Request - State: closed - Opened by cfries over 4 years ago - 1 comment
Labels: enhancement

#81 - European & American equity options under local vol and dividends

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

#80 - Updates to MonteCarloMultiAssetBlackScholesModel

Pull Request - State: closed - Opened by rolandbachl over 4 years ago - 2 comments
Labels: bug, enhancement

#79 - Kotlin outdated

Issue - State: closed - Opened by thre3eye over 4 years ago - 4 comments
Labels: enhancement

#78 - Non-vanilla Bermudan Swaption

Issue - State: open - Opened by summepau over 4 years ago - 1 comment

#77 - Update README.md

Pull Request - State: closed - Opened by AlessandroGnoatto almost 5 years ago

#76 - Update README.md

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

#75 - question on SABRVolatilityCube

Issue - State: closed - Opened by summepau almost 5 years ago - 2 comments

#74 - Finmath fourier methods

Pull Request - State: closed - Opened by AlessandroGnoatto almost 5 years ago

#73 - Finmath fourier methods

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

#72 - CDS Schedules

Issue - State: open - Opened by AlessandroGnoatto almost 6 years ago - 1 comment
Labels: help wanted

#71 - Class Diagram is obsolete

Issue - State: closed - Opened by AlessandroGnoatto almost 6 years ago - 1 comment

#70 - MertonModelDescriptor + adjstuments in MertonModel Monte Carlo

Pull Request - State: closed - Opened by AlessandroGnoatto almost 6 years ago - 1 comment

#69 - Merton Model for Fourier Methods and Variance Gamma Process for Monte Carlo Engine

Pull Request - State: closed - Opened by AlessandroGnoatto almost 6 years ago - 1 comment

#68 - Minor bug in getDriftAdjustment(Evaluated)

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

#67 - Eclipse - JUnit not recognized - All tests are failing

Issue - State: closed - Opened by AlessandroGnoatto almost 6 years ago - 1 comment

#66 - Added tests for net.finmath.stochastic.Scalar

Pull Request - State: closed - Opened by freddytuxworth almost 6 years ago - 1 comment

#65 - Added tests for net.finmath.stochastic.Scalar

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

#64 - Interpolation of LIBOR Rates

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

#63 - Merge Finmath fourier methods

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

#62 - Redesign Libor Market Model

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

#61 - RandomVariableDifferentiableAAD.getPartialDerivative

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

#60 - Fix bugs in TimeDiscretization and enhance TimeDiscretizationInterface

Pull Request - State: closed - Opened by delreluca over 6 years ago - 12 comments
Labels: enhancement

#59 - Kotlin curve calibration test

Issue - State: closed - Opened by arizeo over 6 years ago - 2 comments

#58 - TimeDiscretization inconsistency

Issue - State: closed - Opened by delreluca over 6 years ago - 1 comment

#57 - Finmath fourier methods

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

#56 - Make finmath lib an OSGi bundle (again).

Issue - State: closed - Opened by cfries over 6 years ago - 1 comment
Labels: enhancement, help wanted

#55 - Exception handling of multi-threaded Monte-Carlo simulation not informative.

Issue - State: open - Opened by cfries over 6 years ago
Labels: enhancement

#54 - CapletVolatilitiesParametricCalibrationTest can run in a time out on Travis

Issue - State: open - Opened by cfries over 6 years ago
Labels: enhancement

#52 - Change implementation of getQuantile to comply with JavaDoc documentation.

Issue - State: closed - Opened by cfries almost 7 years ago - 4 comments
Labels: bug

#51 - Make (LIBOR) Correlation Models and Volatility Models truly immutable.

Issue - State: closed - Opened by cfries almost 7 years ago - 1 comment
Labels: enhancement

#50 - Add generation of javadoc & source .jar files

Pull Request - State: closed - Opened by IanMayo about 7 years ago

#49 - Suggestion - use Travis to include jars in release

Issue - State: open - Opened by IanMayo about 7 years ago - 1 comment
Labels: help wanted

#48 - Feature/fml 0005

Pull Request - State: closed - Opened by William1104 about 7 years ago - 1 comment

#47 - FML-0004 add sonar plugin to travis setting file

Pull Request - State: closed - Opened by William1104 about 7 years ago

#46 - Tentative unification of two models.

Pull Request - State: closed - Opened by AlessandroGnoatto about 7 years ago - 2 comments

#45 - Consider unification of models

Issue - State: closed - Opened by AlessandroGnoatto about 7 years ago - 1 comment

#44 - Moment Explosions for stochastic volatility models.

Issue - State: closed - Opened by AlessandroGnoatto over 7 years ago - 1 comment

#43 - 2.4.x

Pull Request - State: closed - Opened by BoudaAlae over 7 years ago

#42 - Heston model characteristic function does not handle limit case xi=0

Issue - State: open - Opened by cfries over 7 years ago
Labels: enhancement, help wanted

#41 - Fourier Methods - Major rewrite needed.

Issue - State: closed - Opened by AlessandroGnoatto over 7 years ago - 9 comments

#40 - Integration of SwapLegWithResetting into SwapLeg v2

Pull Request - State: closed - Opened by NiklasRodi over 7 years ago - 2 comments

#39 - Observer Pattern and lazy recalculation

Issue - State: closed - Opened by AlessandroGnoatto over 7 years ago - 4 comments

#38 - Minor consolidation and improvements in marketdata.products

Pull Request - State: closed - Opened by NiklasRodi over 7 years ago - 1 comment

#37 - Changes to CalibratedCurves::getCalibrationProductForSpec()

Pull Request - State: closed - Opened by NiklasRodi over 7 years ago

#36 - Overhaul of CalibratedCurves::getCalibrationProductForSpec() v2

Pull Request - State: closed - Opened by NiklasRodi over 7 years ago - 1 comment

#35 - Missing AbstractDiscountCurve class

Issue - State: open - Opened by NiklasRodi over 7 years ago

#34 - Add schedule generation with future codes

Pull Request - State: closed - Opened by NiklasRodi over 7 years ago - 2 comments

#33 - Overhaul of CalibratedCurves::getCalibrationProductForSpec()

Pull Request - State: closed - Opened by NiklasRodi over 7 years ago - 1 comment

#32 - Cds2

Pull Request - State: closed - Opened by AlessandroGnoatto over 7 years ago - 2 comments

#31 - New busDayCalendars and tests

Pull Request - State: closed - Opened by NiklasRodi over 7 years ago - 3 comments

#29 - Stricter behaviour of CalibratedCurves::createForwardCurve()

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

#28 - Integration of SwapLegWithResetting into SwapLeg

Pull Request - State: closed - Opened by NiklasRodi over 7 years ago - 5 comments

#27 - Stricter behaviour of SwapLeg::getValue()

Pull Request - State: closed - Opened by NiklasRodi over 7 years ago - 12 comments

#26 - AnalyticalModel: No curve wrapping in getDiscountCurve() method

Pull Request - State: closed - Opened by NiklasRodi over 7 years ago - 2 comments

#25 - Cosmetic changes to AnalyticalModel

Pull Request - State: closed - Opened by NiklasRodi over 7 years ago

#24 - Changes to ScheduleGenerator and BusinessdayCalendars:

Pull Request - State: closed - Opened by NiklasRodi over 7 years ago

#23 - Add travis integration test for Java 8.

Issue - State: closed - Opened by cfries over 7 years ago - 1 comment

#22 - Overhaul of Schedule

Pull Request - State: closed - Opened by NiklasRodi over 7 years ago - 8 comments

#21 - General Overhaul of Forward Curves

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

#20 - General overhaul of forward curves

Pull Request - State: closed - Opened by NiklasRodi almost 8 years ago - 4 comments

#19 - B&S ImpliedVolatilty for a put

Issue - State: open - Opened by loogies06 almost 8 years ago - 1 comment

#18 - Changes to Deposit

Pull Request - State: closed - Opened by BBreiden almost 8 years ago - 3 comments

#17 - Changed null pointer check

Pull Request - State: closed - Opened by BBreiden almost 8 years ago

#16 - Vorschläge für Cashflow und Deposit Klassen

Pull Request - State: closed - Opened by BBreiden almost 8 years ago - 4 comments

#15 - Non-open source code?

Issue - State: closed - Opened by sanity almost 8 years ago - 4 comments

#14 - Implement (and fix) the End-of-Month rule in the ScheduleGenerator.

Issue - State: closed - Opened by cfries about 8 years ago - 1 comment

#13 - Merge pull request #1 from finmath/master

Pull Request - State: closed - Opened by bhupendra-bhudia over 8 years ago - 1 comment

#12 - How to calcualte black-Scholes option value for put options?

Issue - State: closed - Opened by mrt181 almost 9 years ago - 7 comments
Labels: question

#11 - Correcting the 30U/360 day-count calculation in the Java 6 version of…

Pull Request - State: closed - Opened by emcleod about 9 years ago - 1 comment

#10 - Control default behavior with system properties

Pull Request - State: closed - Opened by William1104 about 9 years ago - 3 comments

#9 - Change default behaviours with system properties

Issue - State: closed - Opened by William1104 about 9 years ago - 4 comments

#8 - Intellij project settings

Pull Request - State: closed - Opened by William1104 about 9 years ago - 2 comments

#7 - enable maven profile activation with idk version

Pull Request - State: closed - Opened by William1104 about 9 years ago - 3 comments

#6 - replace all Calendar with LocalDate (for java8)

Pull Request - State: closed - Opened by William1104 about 9 years ago - 12 comments

#5 - implement please Serializable interface in optimizer package

Issue - State: closed - Opened by kicOLD about 10 years ago - 2 comments
Labels: enhancement

#4 - Allow LevenbergMarquardt Optimizer to use Generics (Lists)

Pull Request - State: closed - Opened by kicOLD over 10 years ago - 4 comments
Labels: enhancement

#3 - Update BusinessdayCalendarExcludingTARGETHolidays.java

Pull Request - State: closed - Opened by mquirin almost 11 years ago - 1 comment

#2 - finmath-lib vs finmath-experiments

Issue - State: closed - Opened by aoboturov almost 12 years ago - 2 comments
Labels: enhancement

#1 - Update a REDAME.md file

Issue - State: closed - Opened by aoboturov almost 12 years ago