Ecosyste.ms: Issues

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

GitHub / lballabio/QuantLib issues and pull requests

#1755 - make cashflow lazy

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

#1754 - GH-1748 introduce notification pass through

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

#1753 - Allow additional constraint for `FittedBondDiscountCurve`

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

#1752 - unknown file format for test-suite/libql_unit_test_main.a

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

#1751 - Automated fixes by clang-tidy

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

#1750 - make CashFlow lazy, introduce notification pass through for observables

Pull Request - State: closed - Opened by pcaspers over 1 year ago - 13 comments

#1749 - Add suppressions for clang-tidy-18

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

#1748 - introduce direct pass through of observable notifications

Issue - State: open - Opened by pcaspers over 1 year ago - 26 comments

#1747 - Use `std::function`, `std::bind` and `std::tuple` by default

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

#1746 - Cleaner syntax for `std::function` in some places

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

#1745 - remove reference to observable settings

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

#1744 - use `std::set` everywhere to store observers, observables

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

#1743 - usage of ordered / unordered sets to store observers, observables

Issue - State: closed - Opened by pcaspers over 1 year ago - 9 comments

#1742 - register with observables of bootstrap helpers instead of the helpers themselves

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

#1741 - m over n callable convertible bond

Issue - State: open - Opened by zhtangsh over 1 year ago - 4 comments

#1740 - Renamed conflicting preset names `debug`, `release` and `relwithdebinfo`

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

#1739 - Automated fixes by clang-tidy

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

#1738 - Avoid possible segfault when bootstrapping over OIS rates

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

#1737 - update comment on deprecation of registerWithObservables()

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

#1736 - Release tag for 1.31 is "v1.31" rather than "QuantLib-v1.31"

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

#1735 - Deprecate some unused bits of the old FD framework

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

#1734 - Removed features deprecated in version 1.27

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

#1732 - Weird compile error with GCC 13.1

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

#1731 - Save a historical fixing map access

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

#1730 - Performance hit when alwaysForward_ = true in LazyObject

Issue - State: closed - Opened by djkrystul over 1 year ago - 25 comments
Labels: stale

#1729 - Register instruments with evaluation date

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

#1728 - Discuss valuationDate versus evaluationDate

Issue - State: open - Opened by sweemer over 1 year ago - 3 comments

#1727 - Break ring of shared_ptr<Stock> dependencies

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

#1726 - Can we save a map access on every historical fixing lookup?

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

#1724 - Add compile-time and run-time switch for `LazyObject` notifications

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

#1723 - Modernised CMakePresets.json to make it more useful for developers

Pull Request - State: closed - Opened by auto-differentiation-dev over 1 year ago - 11 comments

#1722 - Automated fixes by clang-tidy

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

#1721 - Add separate calendar for SOFR fixing dates

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

#1720 - Don't normalize days to weeks in interest-rate index

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

#1719 - Expose more parameters for DatedOISRateHelper

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

#1718 - Add additional results for VV barrier engine

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

#1717 - Remove assumption that 7 Days == 1 Week

Pull Request - State: open - Opened by eltoder over 1 year ago - 5 comments

#1716 - Addition of Bloomberg fixing calendar

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

#1714 - Simplify Calendar::businessDaysBetween

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

#1713 - Restore settings after every test

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

#1712 - Fix compile error on GCC 12

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

#1711 - Add test cases for South Korea calendar

Pull Request - State: closed - Opened by nistick21 over 1 year ago - 1 comment

#1710 - Update copyright list in license

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

#1709 - Add DESTR, SWESTR OIS indices

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

#1708 - Add Hong Kong Securities Market Holidays in 2024

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

#1707 - Add rules for substitute holidays to South Korea calendar

Pull Request - State: closed - Opened by nistick21 over 1 year ago - 4 comments

#1706 - Update copyright list in license

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

#1705 - Add Canadian Overnight Repo Rate Average (CORRA)

Pull Request - State: closed - Opened by AND2797 over 1 year ago - 8 comments

#1704 - Update dates correctly in upfront CDS helper when evaluation date changes

Pull Request - State: closed - Opened by andrea85p over 1 year ago - 7 comments

#1703 - OISRateHelper uses index fixing calendar for date generation, should use paymentCalendar

Issue - State: open - Opened by trentmaetzold over 1 year ago - 5 comments
Labels: help wanted

#1702 - Suppress LeakSanitizer in testNotificationLoop

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

#1701 - Drop General Prayer Day from DK calendar from 2024

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

#1700 - Mark Impl classes as final

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

#1699 - Use bitmask in BespokeCalendar

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

#1698 - Replace custom no_deletion with standard null_deleter

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

#1697 - Does FixedRateBond support T+0 settlement?

Issue - State: open - Opened by Kaillidan over 1 year ago - 2 comments
Labels: stale

#1696 - 7*Days does not equals to 1*Week

Issue - State: open - Opened by eltoder over 1 year ago - 6 comments

#1695 - Settlement days for SONIA in MakeOIS

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

#1694 - Add Taiwanese holidays for 2020-2023

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

#1693 - Break infinite recursion in notification loops

Pull Request - State: closed - Opened by lballabio over 1 year ago - 10 comments

#1692 - Avoid spurious notifications in OIS helpers

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

#1691 - Clear all fixings between tests

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

#1690 - Support filtering tests in parallel unit test runner

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

#1689 - Fix typo in MulticurveBootstrapping.cpp

Pull Request - State: closed - Opened by j053g over 1 year ago - 1 comment

#1688 - Infinite recursion during OIS bootstrap

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

#1687 - Sporadic test failures on master

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

#1685 - Support the Canadian Overnight Repo Rate Average (CORRA)

Issue - State: closed - Opened by tomwhoiscontrary over 1 year ago - 5 comments
Labels: in progress

#1684 - Correcting typo in a comment in MulticurveBootstrapping.cpp

Pull Request - State: closed - Opened by j053g over 1 year ago - 2 comments

#1683 - additional test case for schedule

Pull Request - State: closed - Opened by jakeheke75 over 1 year ago

#1682 - Implement iterator_adaptor with standard library

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

#1681 - OISRateHelper should take a QuoteHandle for overnightSpread parameter

Issue - State: open - Opened by trentmaetzold over 1 year ago - 2 comments
Labels: help wanted

#1680 - Fix Finland, Singapore calendars and broken link

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

#1679 - Configure quantlib-config from CMake

Pull Request - State: closed - Opened by kohnech almost 2 years ago - 5 comments

#1678 - Deprecate transform iterators

Pull Request - State: closed - Opened by sweemer almost 2 years ago - 9 comments

#1677 - Automated fixes by clang-tidy

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

#1676 - Replace boost::reverse_iterator with std::reverse_iterator

Pull Request - State: closed - Opened by sweemer almost 2 years ago - 2 comments

#1675 - ERROR in cmake install step, missing amortizingbonds/all.hpp

Issue - State: closed - Opened by SeeRich almost 2 years ago - 6 comments

#1674 - Add correct accrual calculation for CPI coupons

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

#1673 - Update copyright list in license

Pull Request - State: closed - Opened by github-actions[bot] almost 2 years ago

#1672 - Remove boost null_deleter

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

#1671 - Use type traits from standard library

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

#1670 - Expose ois schedule

Pull Request - State: closed - Opened by tomwhoiscontrary almost 2 years ago - 6 comments

#1669 - Trying to build a C++ app with QuantLib 1.30 - too many errors

Issue - State: closed - Opened by georgepliuster almost 2 years ago - 3 comments

#1668 - Add underlying index to YoY inflation index if calculated as ratio, use it for fixing

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

#1667 - Add ThreadSanitizer to CI

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

#1666 - Exposing more schedule details in OvernightIndexedSwap

Issue - State: closed - Opened by tomwhoiscontrary almost 2 years ago - 3 comments
Labels: in progress

#1665 - Corrections to HKEx, NSE, KRX, and South Africa calendars

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

#1663 - Replace boost::math::erf with std::erf

Pull Request - State: closed - Opened by sweemer almost 2 years ago - 5 comments

#1663 - Replace boost::math::erf with std::erf

Pull Request - State: closed - Opened by sweemer almost 2 years ago - 5 comments

#1662 - Add compile options for AppleClang too

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

#1661 - Rework check on test times

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

#1660 - Enable normal volatilities in Hagan pricer for CMS coupons

Pull Request - State: closed - Opened by amiemiec almost 2 years ago - 13 comments

#1659 - Replace boost::mpl with standard library

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

#1658 - Add compile options for GNU and Clang only

Pull Request - State: closed - Opened by sweemer almost 2 years ago - 4 comments

#1657 - Add CMake option to enable supported optimizations

Pull Request - State: closed - Opened by sweemer almost 2 years ago - 11 comments