lballabio/QuantLib issues and pull requests

#2158 - Automated fixes by clang-tidy

Pull Request - State: closed - Opened by github-actions[bot] 3 days ago - 1 comment

#2157 - Move a few options and engines from experimental folder to core library

Pull Request - State: closed - Opened by lballabio 5 days ago - 1 comment

#2156 - Add DepositRateHelper and FraRateHelper constructors with fixed dates

Pull Request - State: open - Opened by eltoder 6 days ago - 3 comments

#2155 - Instrument class related to CLN

Issue - State: open - Opened by jongbongan 9 days ago - 1 comment

#2154 - Honor passed convention in case of end-of-month adjustment

Pull Request - State: closed - Opened by lballabio 12 days ago - 1 comment

#2153 - Ensure that inflation curves are bootstrapped before access

Pull Request - State: closed - Opened by lballabio 12 days ago - 1 comment

#2152 - Automated fixes by clang-tidy

Pull Request - State: closed - Opened by github-actions[bot] 15 days ago

#2151 - Fixed QuantLib.vcxproj.filters "UTF-8 with BOM" encoding for vstudio;…

Pull Request - State: closed - Opened by novitk 16 days ago - 1 comment

#2150 - added china calendar for the year 2025

Pull Request - State: closed - Opened by wegamekinglc 17 days ago - 1 comment

#2149 - Automated fixes by clang-tidy

Pull Request - State: closed - Opened by github-actions[bot] 17 days ago - 1 comment

#2148 - For ql.SofrFutureRateHelper

Issue - State: open - Opened by jimjinyan 18 days ago - 2 comments

#2147 - Issue with MakeOIS when settlement_day=0, tenor is in days and evaluationDate is EOM.

Issue - State: open - Opened by kozyarchuk 18 days ago - 1 comment

#2146 - Deprecate passing interpolation flag to YoY indexes

Pull Request - State: closed - Opened by lballabio 21 days ago - 1 comment

#2145 - Cache rate in FuturesConvAdjustmentQuote

Pull Request - State: closed - Opened by eltoder 21 days ago - 1 comment

#2144 - Leverage parallel loop by using `std::execution::par` policy where possible

Issue - State: open - Opened by paolodelia99 23 days ago - 2 comments

#2143 - Build and test shell scripts

Pull Request - State: closed - Opened by paolodelia99 23 days ago

#2142 - Partial-Time Barrier Put Option implementation

Pull Request - State: closed - Opened by paolodelia99 23 days ago - 8 comments

#2141 - End of Month (EOM) Rule Overrides Convention Rule in QuantLib Schedule

Issue - State: closed - Opened by Pranayxx07 28 days ago - 1 comment

#2140 - Remove features deprecated in version 1.33

Pull Request - State: closed - Opened by lballabio 29 days ago - 1 comment

#2139 - A few questions regarding fixed rate convertible bonds

Issue - State: open - Opened by bkhoor about 1 month ago

#2138 - MultipleResetsSwap instrument and rate helper

Issue - State: open - Opened by eltoder about 1 month ago - 3 comments

#2137 - Building OIS curve from SOFR (or Fed Funds) Futures

Issue - State: open - Opened by LZ1153 about 1 month ago - 1 comment

#2136 - Add `run-test.sh` script in the `tools` folder for automating library testing and building

Issue - State: open - Opened by paolodelia99 about 1 month ago - 4 comments

#2135 - Move transformation used in GlobalBootstrap into Traits

Pull Request - State: closed - Opened by eltoder about 1 month ago - 4 comments

#2134 - Fix inclusions of ql headers in double quotes

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

#2133 - Update copyright list in license

Pull Request - State: closed - Opened by github-actions[bot] about 1 month ago

#2132 - Update copyright list in license

Pull Request - State: closed - Opened by github-actions[bot] about 1 month ago

#2131 - Support error functions with arguments

Pull Request - State: closed - Opened by eltoder about 1 month ago - 1 comment

#2130 - Fix inclusions of ql headers in double quotes

Pull Request - State: closed - Opened by github-actions[bot] about 1 month ago

#2129 - added Choi Asian engine

Pull Request - State: closed - Opened by klausspanderen about 1 month ago - 4 comments

#2128 - Update copyright list in license

Pull Request - State: closed - Opened by github-actions[bot] about 2 months ago

#2127 - Add President Carter's funeral on 2025-Jan-09

Pull Request - State: closed - Opened by eddelbuettel about 2 months ago - 3 comments

#2126 - deal with removable singularity

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

#2125 - Automated fixes by clang-tidy

Pull Request - State: closed - Opened by github-actions[bot] about 2 months ago - 1 comment

#2124 - Add Wellington and Auckland variants for New Zealand calendar

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

#2123 - Discrepancy between FlatForward and PiecewiseFlatForward output

Issue - State: closed - Opened by mynameiswho 2 months ago - 1 comment

#2122 - Applying spreads to forward rates

Issue - State: open - Opened by mynameiswho 2 months ago - 4 comments
Labels: help wanted

#2121 - Deprecate superseded experimental classes for spread options

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

#2120 - Fix lower/upper bounds for global bootstrap

Pull Request - State: closed - Opened by eltoder 3 months ago - 6 comments

#2120 - Fix lower/upper bounds for global bootstrap

Pull Request - State: closed - Opened by eltoder 3 months ago - 6 comments

#2119 - Automated fixes by clang-tidy

Pull Request - State: closed - Opened by github-actions[bot] 3 months ago - 1 comment

#2118 - Allow use of risk-free rates in asset swaps

Pull Request - State: closed - Opened by lballabio 3 months ago - 1 comment

#2117 - Add SimpleCostFunction

Pull Request - State: closed - Opened by eltoder 3 months ago - 1 comment

#2116 - Fix datatypes for consistent Real usage, keeping AD compatibility

Pull Request - State: closed - Opened by auto-differentiation-dev 3 months ago - 1 comment

#2115 - Automated fixes by clang-tidy

Pull Request - State: closed - Opened by github-actions[bot] 3 months ago - 1 comment

#2114 - Make fewer copies of arrays

Pull Request - State: closed - Opened by eltoder 3 months ago - 1 comment

#2113 - Don't require helpers when passing fixed parameters to fitted bond curve

Pull Request - State: closed - Opened by lballabio 3 months ago - 1 comment

#2113 - Don't require helpers when passing fixed parameters to fitted bond curve

Pull Request - State: closed - Opened by lballabio 3 months ago - 1 comment

#2112 - Update copyright list in license

Pull Request - State: closed - Opened by github-actions[bot] 3 months ago

#2112 - Update copyright list in license

Pull Request - State: closed - Opened by github-actions[bot] 3 months ago

#2111 - if using MSVC, then add /MP flag to speed up builds

Pull Request - State: closed - Opened by imrichardcole 3 months ago - 10 comments
Labels: stale

#2111 - if using MSVC, then add /MP flag to speed up builds

Pull Request - State: open - Opened by imrichardcole 3 months ago - 8 comments

#2110 - added pricing engines for spread- and basket options

Pull Request - State: closed - Opened by klausspanderen 3 months ago - 1 comment

#2109 - Unable to load DLL 'NQuantLibc' exception when using QuantLib Nuget package

Issue - State: closed - Opened by lukedavis8767 4 months ago - 7 comments

#2108 - SABR swaption vol cube: use correct guess for given option and swap tenors

Pull Request - State: closed - Opened by lballabio 4 months ago - 1 comment

#2108 - SABR swaption vol cube: use correct guess for given option and swap tenors

Pull Request - State: closed - Opened by lballabio 4 months ago - 1 comment

#2107 - Add date generation rule to OISRateHelper constructor

Pull Request - State: closed - Opened by sophistis42 4 months ago - 5 comments

#2107 - Add date generation rule to OISRateHelper constructor

Pull Request - State: closed - Opened by sophistis42 4 months ago - 5 comments

#2106 - Add SwapRateHelper constructor with fixed dates

Pull Request - State: closed - Opened by eltoder 4 months ago - 1 comment

#2106 - Add SwapRateHelper constructor with fixed dates

Pull Request - State: closed - Opened by eltoder 4 months ago - 1 comment

#2105 - Credit Default Swap - Last period day counter is not used when there is only one period

Issue - State: closed - Opened by capitolis-stephen 4 months ago - 4 comments
Labels: stale

#2104 - Remove a class deprecated in version 1.26

Pull Request - State: closed - Opened by lballabio 4 months ago - 1 comment

#2104 - Remove a class deprecated in version 1.26

Pull Request - State: closed - Opened by lballabio 4 months ago - 1 comment

#2103 - Merge DatedOISRateHelper with OISRateHelper

Pull Request - State: closed - Opened by eltoder 4 months ago - 8 comments

#2103 - Merge DatedOISRateHelper with OISRateHelper

Pull Request - State: closed - Opened by eltoder 4 months ago - 8 comments

#2102 - Update cmake policy

Pull Request - State: closed - Opened by jongbongan 4 months ago - 4 comments
Labels: stale

#2101 - Automated fixes by clang-tidy

Pull Request - State: closed - Opened by github-actions[bot] 4 months ago - 1 comment

#2101 - Automated fixes by clang-tidy

Pull Request - State: closed - Opened by github-actions[bot] 4 months ago - 1 comment

#2100 - New Zealand Calendar - minor issues

Issue - State: open - Opened by lukedavis8767 4 months ago - 3 comments

#2100 - New Zealand Calendar - minor issues

Issue - State: closed - Opened by lukedavis8767 4 months ago - 3 comments

#2099 - Deprecate `indexIsInterpolated` parameter in YoY inflation curves

Pull Request - State: closed - Opened by lballabio 4 months ago - 1 comment

#2099 - Deprecate `indexIsInterpolated` parameter in YoY inflation curves

Pull Request - State: closed - Opened by lballabio 4 months ago - 1 comment

#2098 - Fix initialization of sub-periods coupon, rename to multiple-resets coupon

Pull Request - State: closed - Opened by lballabio 4 months ago - 1 comment

#2098 - Fix initialization of sub-periods coupon, rename to multiple-resets coupon

Pull Request - State: closed - Opened by lballabio 4 months ago - 1 comment

#2097 - Expose swap() on DatedOISRateHelper

Pull Request - State: closed - Opened by eltoder 4 months ago - 1 comment

#2097 - Expose swap() on DatedOISRateHelper

Pull Request - State: closed - Opened by eltoder 4 months ago - 1 comment

#2096 - Deprecate most of the `IndexManager` public interface.

Pull Request - State: closed - Opened by lballabio 4 months ago - 1 comment

#2096 - Deprecate most of the `IndexManager` public interface.

Pull Request - State: closed - Opened by lballabio 4 months ago - 1 comment

#2095 - CPIBond final cashflow only contains inflation of notional not notional itself

Issue - State: closed - Opened by davidt922 4 months ago - 3 comments

#2095 - CPIBond final cashflow only contains inflation of notional not notional itself

Issue - State: closed - Opened by davidt922 4 months ago - 3 comments

#2094 - Inherit CommodityIndex from Index

Pull Request - State: closed - Opened by lballabio 4 months ago - 1 comment

#2093 - Calendar::advance() by business days when starting on a holiday

Issue - State: closed - Opened by eltoder 4 months ago - 10 comments
Labels: stale

#2092 - Update copyright list in license

Pull Request - State: closed - Opened by github-actions[bot] 4 months ago

#2091 - Deprecate some unused parts of the old FD framework

Pull Request - State: closed - Opened by lballabio 4 months ago - 1 comment

#2090 - Remove classes deprecated in version 1.32

Pull Request - State: closed - Opened by lballabio 4 months ago - 1 comment

#2089 - Add south korea ois index

Pull Request - State: closed - Opened by jongbongan 4 months ago - 1 comment

#2088 - cmake policy CMP0167

Issue - State: closed - Opened by jongbongan 4 months ago - 9 comments
Labels: stale

#2087 - Add the KOFR index

Pull Request - State: closed - Opened by jongbongan 4 months ago - 8 comments

#2086 - added a recent temporary holiday

Pull Request - State: closed - Opened by jongbongan 5 months ago - 6 comments

#2085 - Speed up adding fixings

Pull Request - State: closed - Opened by pcaspers 5 months ago - 17 comments

#2084 - Automated fixes by clang-tidy

Pull Request - State: closed - Opened by github-actions[bot] 5 months ago - 1 comment

#2083 - Using instance evaluationDate when creating holidays in a calendar

Issue - State: closed - Opened by piterdias 5 months ago - 3 comments

#2082 - Simplify `Null<T>` implementation

Pull Request - State: closed - Opened by lballabio 5 months ago - 8 comments

#2081 - Automated fixes by clang-tidy

Pull Request - State: closed - Opened by github-actions[bot] 5 months ago - 1 comment

#2080 - Improve global bootstrap optimizer configuration

Pull Request - State: closed - Opened by eltoder 5 months ago - 4 comments

#2079 - Deprecation error using `clang v18` and `Boost v1.86`

Issue - State: closed - Opened by ralfkonrad 5 months ago - 6 comments

#2078 - Change the order of `QL_DEPRECATED_...` macro definition

Pull Request - State: closed - Opened by ralfkonrad 5 months ago - 1 comment

#2077 - Replace now obsolete `LENGTH` macro with `std::size` function

Pull Request - State: closed - Opened by lballabio 5 months ago - 1 comment

#2076 - Add method to YoY inflation index returning the last fixing date

Pull Request - State: closed - Opened by lballabio 5 months ago - 1 comment

#2075 - Allow creating a swap helper with frequency "Once"

Pull Request - State: closed - Opened by lballabio 5 months ago - 1 comment

GitHub / lballabio/QuantLib issues and pull requests