lballabio/QuantLib issues and pull requests

#1894 - Student problem about futures and margin accounts

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

#1893 - Remove use of BOOST_ALL_DYN_LINK

Pull Request - State: closed - Opened by isuruf about 1 year ago - 5 comments

#1892 - PIK Example Runtime Error: Increasing coupon notionals

Issue - State: closed - Opened by bkhoor about 1 year ago - 2 comments

#1891 - Remove features deprecated in version 1.29

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

#1890 - Allow setting conventions and per-leg EOM in MakeOIS

Pull Request - State: open - Opened by eltoder about 1 year ago - 1 comment

#1889 - Fix building parallel test runner

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

#1888 - Update copyright list in license

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

#1887 - Update copyright list in license

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

#1886 - SOFR calendar handling of Good Friday

Issue - State: open - Opened by klin333 about 1 year ago

#1885 - Move calendar imports where they are used

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

#1884 - Add Inauguration Day to Mexican calendar

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

#1883 - Undefined symbols referenced from Bonds.o

Issue - State: open - Opened by ryandesign about 1 year ago - 4 comments

#1882 - Effective duration of a callable fixed bond - can value be larger than modified duration?

Issue - State: open - Opened by eduzea about 1 year ago - 1 comment

#1881 - Fixes to maintain AAD compatibility

Pull Request - State: closed - Opened by auto-differentiation-dev about 1 year ago - 1 comment

#1880 - Variable naming can be ambiguous in ql.GarmanKohlagenProcess

Issue - State: open - Opened by BattleNet996 about 1 year ago - 2 comments

#1879 - New Brazilian holiday

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

#1878 - Automated fixes by clang-tidy

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

#1877 - Reduce space usage of Discrete Integrals

Pull Request - State: open - Opened by yjian012 about 1 year ago - 7 comments

#1876 - Binary search in times

Pull Request - State: closed - Opened by yjian012 about 1 year ago - 8 comments

#1875 - MakeOIS should have withFixedLegTerminationDateConvention the same as MakeVanillaSwap

Issue - State: open - Opened by kismsu about 1 year ago - 1 comment

#1874 - added China calendar for the year 2024

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

#1873 - added china calendar for the year 2024

Pull Request - State: closed - Opened by wegamekinglc about 1 year ago - 4 comments

#1872 - added China calendar for the year 2024

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

#1871 - Automated fixes by clang-tidy

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

#1870 - Add the new Brazilian holiday

Issue - State: closed - Opened by eltoder about 1 year ago - 4 comments

#1869 - [discussion] Testing / Developing Python changes

Issue - State: closed - Opened by AND2797 about 1 year ago - 4 comments

#1868 - Automated fixes by clang-tidy

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

#1867 - Period: Complete unit tests

Pull Request - State: closed - Opened by PaulXiCao about 1 year ago - 2 comments

#1866 - Using Parameter and Constraint classes

Issue - State: open - Opened by MisesEnForce about 1 year ago - 7 comments

#1865 - ECB: updated hard-coded known dates; simplified/improved implementation; completed test coverage

Pull Request - State: closed - Opened by PaulXiCao about 1 year ago - 2 comments

#1864 - Bump github/codeql-action from 2 to 3

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

#1863 - Bump actions/upload-artifact from 3 to 4

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

#1862 - Migrating last test unit

Pull Request - State: closed - Opened by Sidsky about 1 year ago - 2 comments

#1861 - Migrated last test cases to automated registration

Pull Request - State: closed - Opened by lballabio about 1 year ago - 2 comments

#1860 - Cleanup of automated tests

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

#1859 - Automated fixes by clang-tidy

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

#1858 - Fix typo

Pull Request - State: closed - Opened by hgv79116 about 1 year ago - 5 comments

#1857 - Correct Thailand calendar for 2019-2024

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

#1856 - Update copyright list in license

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

#1855 - Customize future dates in FutureRateHelpers

Issue - State: open - Opened by elopezarb about 1 year ago - 1 comment

#1854 - ASX: simplified/improved implementation; completed test coverage

Pull Request - State: closed - Opened by PaulXiCao about 1 year ago - 4 comments

#1853 - Enable hardware specific optimizations: `-march=native`

Issue - State: closed - Opened by PaulXiCao about 1 year ago - 2 comments

#1852 - Update copyright list in license

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

#1851 - Update copyright list in license

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

#1850 - GH-1791 add clarifying comment and unit test to confirm result caching

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

#1849 - TimeSeries: Complete test coverage

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

#1848 - Stop moving Juneteenth to Friday if Saturday for US-Fed calendar

Pull Request - State: closed - Opened by gbfredrik about 1 year ago - 3 comments

#1847 - Add TWSE holidays for 2024 to Taiwan calendar

Pull Request - State: closed - Opened by gbfredrik about 1 year ago - 3 comments

#1846 - Added Dec. 31 NYE holiday to Chilean calendar in chile.cpp

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

#1845 - Bump actions/stale from 8 to 9

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

#1844 - TimeGrid: Complete the unit tests

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

#1843 - Clean up types in SobolRsg

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

#1842 - Initialize bounds in Solver1D

Pull Request - State: closed - Opened by sweemer about 1 year ago - 2 comments

#1841 - Unit test for prices.hpp

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

#1840 - Money: Implementation simplification and increased unit test coverage

Pull Request - State: closed - Opened by PaulXiCao about 1 year ago - 2 comments

#1839 - Chilean calendar issue

Issue - State: closed - Opened by jpfreirei about 1 year ago - 2 comments
Labels: in progress

#1838 - Fix skipping expired additionalDates

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

#1837 - Allow different frequencies in MakeOIS and OISRateHelper

Pull Request - State: closed - Opened by eltoder over 1 year ago - 3 comments

#1836 - Automated fixes by clang-tidy

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

#1835 - Assessment of the difficulty in porting CPU architecture for quantlib

Issue - State: open - Opened by wangyuliu over 1 year ago - 3 comments
Labels: stale

#1834 - Automated registration of Unit test using boost test

Pull Request - State: closed - Opened by Sidsky over 1 year ago - 4 comments

#1833 - fuzz: Add american option fuzzer

Pull Request - State: closed - Opened by silvergasp over 1 year ago - 4 comments

#1832 - fuzz: Add amortized-bonds fuzzer

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

#1831 - cmake: Roll back cmake version change

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

#1830 - Update generated headers

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

#1829 - FuturesRateHelper supplying reference dates for yearFraction computation

Pull Request - State: open - Opened by PaulXiCao over 1 year ago - 2 comments

#1828 - add Burley 2020 scrambled Sobol sequence generator

Pull Request - State: closed - Opened by pcaspers over 1 year ago - 3 comments

#1827 - Visual Studio compiler warning `The contents of <stdfloat> are available only with C++23 or later.`

Issue - State: closed - Opened by ralfkonrad over 1 year ago - 2 comments

#1826 - Heston Model: Support for Angled Contour Shift Integrals

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

#1825 - CMake presets: Obey ordering rule

Pull Request - State: closed - Opened by PaulXiCao over 1 year ago - 5 comments

#1823 - fixing compilation issue: value usage of fwd declared struct

Pull Request - State: closed - Opened by PaulXiCao over 1 year ago - 7 comments

#1822 - Compilation failure of test-suite/optimizers.cpp

Issue - State: closed - Opened by PaulXiCao over 1 year ago - 1 comment

#1821 - SobolRsg using std::uint_least32_t instead of std::uint32_t

Issue - State: closed - Opened by pcaspers over 1 year ago - 3 comments

#1820 - Provide a Sphinx version of QuantLib C++ Documentation

Issue - State: open - Opened by hwhsu1231 over 1 year ago - 2 comments

#1819 - Add 2023-12-15 as South African public holiday

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

#1817 - Pass coupon pricer to the SwapRateHelper constructor for timing/convexity adjustments

Issue - State: open - Opened by azarxa over 1 year ago - 9 comments
Labels: help wanted

#1813 - More functions to support both clean and dirty prices as input parameter

Pull Request - State: open - Opened by igitur over 1 year ago - 6 comments

#1811 - Automated registration of Unit test using boost test

Pull Request - State: closed - Opened by Sidsky over 1 year ago - 20 comments

#1810 - Deprecate Currency::format

Pull Request - State: closed - Opened by sweemer over 1 year ago - 3 comments

#1807 - testing: Add basic fuzz test harnesses

Pull Request - State: closed - Opened by silvergasp over 1 year ago - 19 comments

#1804 - Mis calculation of accrued amount for bonds

Issue - State: closed - Opened by Kmanolo over 1 year ago - 7 comments
Labels: stale

#1802 - Exploring Fuzz-Testing for QuantLib

Issue - State: closed - Opened by nathaniel-brough over 1 year ago - 5 comments

#1801 - Inconsistent currency formatting

Issue - State: closed - Opened by sweemer over 1 year ago - 4 comments
Labels: stale

#1800 - optimize build time (precompiled headers)

Pull Request - State: closed - Opened by pcaspers over 1 year ago - 15 comments

#1793 - Add special holiday 2 Oct 2023 for Korea

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

#1791 - Swaption never caches results when calculated with BlackSwaptionEngine

Issue - State: closed - Opened by pcaspers over 1 year ago - 7 comments
Labels: help wanted

#1787 - optimize build time (move stuff from hpp to cpp)

Pull Request - State: closed - Opened by pcaspers over 1 year ago - 18 comments
Labels: stale

#1781 - Expose an IBOR coupon's decision about whether it has fixed or not

Pull Request - State: open - Opened by tomwhoiscontrary over 1 year ago - 3 comments

#1780 - Automatic Registration of Unit Tests Using Boost Test

Issue - State: closed - Opened by Sidsky over 1 year ago - 12 comments

#1779 - Swap floating leg basis-point sensitivity includes coupons based on cashflow date - should it be fixing date?

Issue - State: open - Opened by tomwhoiscontrary over 1 year ago - 7 comments
Labels: in progress

#1775 - LinearTsrPricer: fix past payment dates, support overnight swap indices, add missing include

Pull Request - State: open - Opened by pcaspers over 1 year ago - 3 comments

#1770 - Correct file-docstrings not matching file names

Pull Request - State: closed - Opened by gbfredrik over 1 year ago - 4 comments

#1768 - Pricing Bonds with face values other than $100

Issue - State: open - Opened by bkhoor over 1 year ago - 3 comments
Labels: help wanted

#1762 - Unsuppress modernize-use-emplace

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

#1761 - notification pass through utility

Pull Request - State: open - Opened by pcaspers over 1 year ago - 1 comment

#1760 - Modernize Examples

Pull Request - State: closed - Opened by sweemer over 1 year ago - 2 comments

#1759 - Pre-calculate the `FixedRateCoupon::amount()`

Pull Request - State: closed - Opened by ralfkonrad over 1 year ago - 4 comments

#1758 - Unsuppress bugprone-multiple-new-in-one-expression

Pull Request - State: closed - Opened by sweemer over 1 year ago - 5 comments

#1757 - Make `CashFlow` lazy

Pull Request - State: closed - Opened by pcaspers over 1 year ago - 5 comments

#1756 - GH-1755 make CashFlow lazy

Pull Request - State: closed - Opened by pcaspers over 1 year ago - 2 comments

GitHub / lballabio/QuantLib issues and pull requests