Ecosyste.ms: Issues

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GitHub / lballabio/QuantLib issues and pull requests

#2074 - SubPeriodCoupon can use the wrong fixing dates

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

#2073 - Manage interpolation of year-on-year inflation index inside coupons

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

#2070 - Inflation indexes are now better at deciding when to forecast

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

#2069 - Different results on Apple ARM CPU since upgrading to 1.35

Issue - State: closed - Opened by 0x26res 5 months ago - 5 comments

#2068 - Errors / FuturesRateHelper Convexity Adjustment Yield Curve bootstrapping issue

Issue - State: closed - Opened by is-source 5 months ago - 4 comments
Labels: stale

#2067 - Bump peter-evans/create-pull-request from 6 to 7

Pull Request - State: closed - Opened by dependabot[bot] 5 months ago - 1 comment
Labels: dependencies

#2066 - Creating Custom Inflation Index

Issue - State: closed - Opened by VincentVoe 6 months ago - 2 comments

#2064 - Deprecate some experimental code

Pull Request - State: closed - Opened by lballabio 6 months ago - 1 comment

#2063 - Added Warsaw Stock Exchange Calendar (Poland)

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

#2062 - Upgrade clang-tidy in CI build

Pull Request - State: closed - Opened by lballabio 6 months ago - 1 comment

#2061 - Failed to create a SwapRateHelper with frequency ql.Once

Issue - State: closed - Opened by JackPai100 6 months ago - 1 comment

#2060 - Automated fixes by clang-tidy

Pull Request - State: closed - Opened by github-actions[bot] 6 months ago

#2059 - Allow constraints in FittedBondDiscountCurve::FittingMethod (#1954)

Pull Request - State: closed - Opened by klin333 6 months ago - 6 comments

#2058 - Fix defaulting of localOptimizer in HybridSimulatedAnnealing

Pull Request - State: closed - Opened by eltoder 6 months ago - 1 comment

#2057 - Correct documentation error in Svensson zero rate formula

Pull Request - State: closed - Opened by twan3617 6 months ago - 5 comments

#2056 - Small fixes for AAD

Pull Request - State: closed - Opened by raneamri 6 months ago - 1 comment

#2055 - Fixes double/Real conflicts for AAD integration

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

#2054 - Automated fixes by clang-tidy

Pull Request - State: closed - Opened by github-actions[bot] 6 months ago - 1 comment

#2051 - __eq__ Method Fails for QuantLib.Date with None Comparison

Issue - State: open - Opened by sergioUjo 7 months ago - 3 comments

#2050 - Automated fixes by clang-tidy

Pull Request - State: closed - Opened by github-actions[bot] 7 months ago - 1 comment

#2049 - Pass extrapolate to constructor

Pull Request - State: closed - Opened by sweemer 7 months ago - 12 comments

#2048 - Add more warnings to W3

Pull Request - State: closed - Opened by sweemer 7 months ago - 3 comments

#2047 - Duplicate arguments in LevenbergMarquardt optimization method

Issue - State: closed - Opened by eltoder 7 months ago - 5 comments
Labels: stale

#2046 - Remove leftover test class

Pull Request - State: closed - Opened by lballabio 7 months ago - 1 comment

#2045 - Enable C4127 at W3 warning level

Pull Request - State: closed - Opened by sweemer 7 months ago - 1 comment

#2044 - MCDigitalOption pricer not working

Issue - State: closed - Opened by lakshya-aga 7 months ago - 9 comments
Labels: stale

#2043 - Use std headers in examples and tests

Pull Request - State: closed - Opened by lballabio 7 months ago - 1 comment

#2042 - Update ext::optional for C++17

Pull Request - State: closed - Opened by sweemer 7 months ago - 1 comment

#2041 - Use inline variable to simplify `ext::nullopt` declaration

Pull Request - State: closed - Opened by lballabio 7 months ago - 3 comments

#2040 - Remove workaround for GCC 3.4 and below

Pull Request - State: closed - Opened by sweemer 7 months ago - 1 comment

#2039 - Automated fixes by clang-tidy

Pull Request - State: closed - Opened by github-actions[bot] 7 months ago - 1 comment

#2038 - Update .clang-format and check_header.py to C++17

Pull Request - State: closed - Opened by sweemer 7 months ago - 1 comment

#2037 - Set C++ standard also for client code using CMake

Pull Request - State: closed - Opened by auto-differentiation-dev 7 months ago - 1 comment

#2036 - Use C++17 as minimum standard version

Pull Request - State: closed - Opened by lballabio 7 months ago - 7 comments

#2035 - Pricing options with holidays

Issue - State: closed - Opened by bgladwyn-pm 7 months ago - 5 comments
Labels: stale

#2034 - Start of month functions

Pull Request - State: closed - Opened by igitur 7 months ago - 2 comments

#2033 - Automated fixes by clang-tidy

Pull Request - State: closed - Opened by github-actions[bot] 7 months ago

#2031 - Fix deprecated uses of ext namespace

Pull Request - State: closed - Opened by github-actions[bot] 7 months ago

#2030 - Remove support for Visual C++ 2015.

Pull Request - State: closed - Opened by lballabio 7 months ago - 5 comments

#2029 - Remove features deprecated in version 1.31

Pull Request - State: closed - Opened by lballabio 7 months ago - 1 comment

#2028 - add exact Bachelier implied vol from Jaeckel paper

Pull Request - State: closed - Opened by pcaspers 7 months ago - 1 comment

#2027 - Explicit type conversion in `additionalResults`

Pull Request - State: closed - Opened by auto-differentiation-dev 7 months ago - 1 comment

#2026 - Automated fixes by clang-tidy

Pull Request - State: closed - Opened by github-actions[bot] 7 months ago - 1 comment

#2025 - Optionally allow using forward price for swaption implied-volatility calculation

Pull Request - State: closed - Opened by lballabio 7 months ago - 1 comment

#2024 - Expose `OvernightIndexedCouponPricer`

Pull Request - State: closed - Opened by ralfkonrad 7 months ago - 9 comments

#2023 - Update copyright list in license

Pull Request - State: closed - Opened by github-actions[bot] 7 months ago

#2022 - Extend `Index` interface

Pull Request - State: closed - Opened by ralfkonrad 7 months ago - 1 comment

#2021 - Separate validation from benchmarking run

Pull Request - State: closed - Opened by amd-jadutoit 7 months ago - 3 comments

#2020 - Add `Currency` information to `EquityIndex`

Pull Request - State: closed - Opened by ralfkonrad 7 months ago - 2 comments

#2019 - Adding generalized hyperbolic distribution to distribution module on ql/math/distributions

Pull Request - State: closed - Opened by kennychavz 7 months ago - 5 comments
Labels: stale

#2018 - Fix Brazilian holidays (São Paulo city holidays)

Pull Request - State: closed - Opened by lukedays 7 months ago - 5 comments

#2017 - Additional holiday in Mexican Calendar

Issue - State: closed - Opened by ublzesc 8 months ago - 3 comments

#2016 - How can calculate the American put option's vega,rho?

Issue - State: closed - Opened by hwypengsir 8 months ago - 5 comments
Labels: stale

#2015 - FloatingRateCoupon fixingDate() Following

Issue - State: open - Opened by klin333 8 months ago - 1 comment
Labels: help wanted

#2014 - Deprecate the correct `Currency::Data` constructor

Pull Request - State: closed - Opened by lballabio 8 months ago - 1 comment

#2013 - Allow for holidays at start or end of SOFR future periods

Pull Request - State: closed - Opened by lballabio 8 months ago - 1 comment

#2012 - add primitive polynomials up to degree 27

Pull Request - State: closed - Opened by pcaspers 8 months ago - 8 comments
Labels: stale

#2011 - Deprecated the wrong `Currency::Data` constructor

Issue - State: closed - Opened by ralfkonrad 8 months ago - 3 comments

#2010 - Correct holidays of 2024 for Indian NSE calendar

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

#2009 - Compilation error when QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN=ON

Issue - State: closed - Opened by quantthingy 8 months ago - 3 comments

#2008 - Cubic Interpolation Spline

Issue - State: closed - Opened by tony21248772 8 months ago - 4 comments
Labels: stale

#2007 - Add `std::ostream` for `Compounding` enum

Pull Request - State: closed - Opened by ralfkonrad 8 months ago - 1 comment

#2006 - Add `ext::tie` to use with `ext::tuple`

Pull Request - State: closed - Opened by ralfkonrad 8 months ago - 1 comment

#2005 - Rework bond example

Pull Request - State: closed - Opened by lballabio 8 months ago - 1 comment

#2004 - Improve US GovernmentBond calendar

Pull Request - State: closed - Opened by eltoder 8 months ago - 1 comment

#2003 - Fix Chile holidays

Pull Request - State: closed - Opened by eltoder 8 months ago - 2 comments

#2002 - Why is the forwardStart parameter necessary in the bonds example?

Issue - State: closed - Opened by oelhammouchi 8 months ago - 8 comments

#2001 - OAS using nominal instead of percent price

Pull Request - State: closed - Opened by HristoRaykov 8 months ago - 2 comments

#2000 - OAS calculations using nominal instead of percent price

Issue - State: closed - Opened by HristoRaykov 8 months ago - 1 comment

#1998 - Allow lookback days, lockout days and observation shift in OIS rate helpers

Pull Request - State: closed - Opened by lballabio 8 months ago - 2 comments

#1996 - Account for possible date adjustments (e.g. on Juneteenth) in SOFR rate helper

Pull Request - State: closed - Opened by lballabio 8 months ago - 3 comments

#1990 - Question The Neumann Boundary Value in PDE

Issue - State: closed - Opened by tony21248772 8 months ago - 4 comments
Labels: stale

#1989 - disable boost tanh_sinh integration until issues with toolset 14.40 are fixed

Pull Request - State: closed - Opened by klausspanderen 8 months ago - 3 comments

#1987 - Memory access violation on latest MSCV toolset in GitHub Actions runners

Issue - State: closed - Opened by lballabio 9 months ago - 13 comments

#1986 - Support calculation for Partial time barrier PUT options and expose to Python-SWIG

Issue - State: closed - Opened by flogger007 9 months ago
Labels: help wanted

#1985 - Add lookback and lockout to the overnight coupon

Pull Request - State: closed - Opened by marcin-rybacki 9 months ago - 9 comments

#1975 - Pass Handle by value and move (part 1)

Pull Request - State: closed - Opened by sweemer 9 months ago - 8 comments

#1968 - Build fails with QL_COMPILE_WARNING_AS_ERROR=ON due an uniniti

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

#1966 - Backward Genertion for SwapRateHelper in pyhton

Issue - State: closed - Opened by elopezarb 10 months ago - 4 comments

#1954 - FittedBondDiscountCurve: allow constraints

Issue - State: closed - Opened by klin333 10 months ago - 2 comments
Labels: stale

#1945 - what is the replacement for the removed constructors of FixedRateBond taking an InterestRate?

Issue - State: closed - Opened by qiubill 11 months ago - 4 comments
Labels: stale

#1941 - backward start swap helper needed

Issue - State: open - Opened by lennieye 11 months ago - 4 comments
Labels: help wanted

#1940 - Capfloor enhancement for risk free rate

Pull Request - State: closed - Opened by lennieye 11 months ago - 8 comments

#1937 - Added Interest-rate term structure in g2process constructor

Pull Request - State: open - Opened by Hrushi20 11 months ago - 6 comments
Labels: help wanted

#1932 - Supply `MakeVanillaSwap` builder to `SwapRateHelper`

Pull Request - State: closed - Opened by PaulXiCao 11 months ago - 4 comments
Labels: stale

#1929 - update of Indian calendar 2024

Pull Request - State: closed - Opened by Borgomi42 11 months ago - 4 comments

#1922 - Fix Thailand, Singapore, South African calendars for 2023, 2024

Pull Request - State: closed - Opened by gbfredrik 12 months ago - 1 comment

#1920 - convertible bond unit test is failing on system date 2024-02-27

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

#1912 - Add DatedSwapRateHelper

Pull Request - State: closed - Opened by eltoder about 1 year ago - 7 comments

#1895 - Refactoring Curve State Unit Tests

Pull Request - State: open - Opened by yyuuhhjjnnmm about 1 year ago - 2 comments