Ecosyste.ms: Issues

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GitHub / lballabio/QuantLib issues and pull requests

#1656 - Fixes issues #1651

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

#1656 - Fixes issues #1651

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

#1655 - Fixing test macros for compatibility

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

#1655 - Fixing test macros for compatibility

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

#1654 - Workaround for #1651

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

#1653 - "Fast Valuation of Seasoned OIS Swaps"

Issue - State: open - Opened by tomwhoiscontrary almost 2 years ago - 2 comments
Labels: help wanted

#1652 - Use range-bound for loop with FdmLinearOpIterator

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

#1650 - Added missing `#include <algorithm>` in `asianoption.cpp`

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

#1650 - Added missing `#include <algorithm>` in `asianoption.cpp`

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

#1649 - Automated fixes by clang-tidy

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

#1648 - Replace boost::hash with std::hash

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

#1647 - Add install step to CMake CI jobs

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

#1646 - Replicating Euribor 3m from BBG Single curve

Issue - State: closed - Opened by adisingh92 almost 2 years ago - 5 comments
Labels: stale

#1645 - add ctor for date-dependent strikes to StrippedOptionlet

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

#1644 - Add all.hpp even when no headers exist in directory

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

#1643 - Extend available maturities for SOFR quarterly contract

Pull Request - State: closed - Opened by jakeheke75 almost 2 years ago - 1 comment

#1642 - Singapore calendar update

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

#1641 - CMake install error with v1.30

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

#1640 - update hk calendar

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

#1639 - fix test, wasn't doing what was intended

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

#1639 - fix test, wasn't doing what was intended

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

#1638 - Allow schedules without tenor in CallableFixedRateBond

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

#1637 - enable more daycounters for QL_HIGH_RESOLUTION_DATE

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

#1635 - Missing rate on April 7th, 2023 for index SOFRON

Issue - State: closed - Opened by tomwhoiscontrary almost 2 years ago - 8 comments

#1635 - Missing rate on April 7th, 2023 for index SOFRON

Issue - State: closed - Opened by tomwhoiscontrary almost 2 years ago - 8 comments

#1634 - Change boost::unordered_set to std::unordered_set

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

#1634 - Change boost::unordered_set to std::unordered_set

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

#1633 - Remove features deprecated in version 1.26

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

#1632 - Removed ql/functional.hpp, ql/shared_ptr.hpp, ql/optional.hpp, ql/opti…

Pull Request - State: closed - Opened by bill18 almost 2 years ago - 5 comments
Labels: stale

#1631 - Make swap functions noexcept

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

#1630 - CDS standard ISDA model needs to support RFR discounting

Issue - State: closed - Opened by BGW1001 almost 2 years ago - 4 comments
Labels: stale

#1629 - Unsuppress cppcoreguidelines-special-member-functions

Pull Request - State: closed - Opened by sweemer almost 2 years ago - 7 comments

#1629 - Unsuppress cppcoreguidelines-special-member-functions

Pull Request - State: closed - Opened by sweemer almost 2 years ago - 7 comments

#1628 - Pass dim by value to FdmLinearOpLayout and move

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

#1627 - Bump peter-evans/create-pull-request from 4 to 5

Pull Request - State: closed - Opened by dependabot[bot] almost 2 years ago - 1 comment
Labels: dependencies

#1627 - Bump peter-evans/create-pull-request from 4 to 5

Pull Request - State: closed - Opened by dependabot[bot] almost 2 years ago - 1 comment
Labels: dependencies

#1626 - Add operators taking Matrix by rvalue reference

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

#1625 - Real usage consistency and warning fixes

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

#1625 - Real usage consistency and warning fixes

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

#1624 - Building with GCC and -fno-math-errno -fno-signaling-nans -fno-trapping-math

Issue - State: closed - Opened by tomwhoiscontrary almost 2 years ago - 7 comments
Labels: stale

#1623 - NaN rate for a one-day swap with reasonable-looking curves

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

#1622 - Bump actions/stale from 7 to 8

Pull Request - State: closed - Opened by dependabot[bot] almost 2 years ago - 1 comment
Labels: dependencies

#1621 - Negative Payment Lag

Issue - State: open - Opened by pcaspers almost 2 years ago

#1621 - Negative Payment Lag

Issue - State: open - Opened by pcaspers almost 2 years ago - 1 comment
Labels: help wanted

#1620 - Make Gov USA bond 2023 Good Friday working day

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

#1620 - Make Gov USA bond 2023 Good Friday working day

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

#1619 - Cap/Floor calculation with Normal model vol surface

Issue - State: closed - Opened by renjieh21 almost 2 years ago - 5 comments
Labels: stale

#1618 - Issue #982: setConstraint function

Pull Request - State: closed - Opened by CayOest almost 2 years ago - 12 comments

#1618 - Issue #982: setConstraint function

Pull Request - State: open - Opened by CayOest almost 2 years ago - 12 comments

#1617 - Add support for std::any and std::optional

Pull Request - State: closed - Opened by sweemer almost 2 years ago - 3 comments

#1616 - Remove copy on key compare

Pull Request - State: closed - Opened by sweemer almost 2 years ago - 3 comments

#1616 - Remove copy on key compare

Pull Request - State: closed - Opened by sweemer almost 2 years ago - 3 comments

#1615 - Avoid compilation error using `PiecewiseYieldCurve<ConvexMonotone>`

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

#1613 - bond calculator error ql.ActualActual(ql.ActualActual.Bond, schedule)

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

#1613 - bond calculator error ql.ActualActual(ql.ActualActual.Bond, schedule)

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

#1612 - Automated fixes by clang-tidy

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

#1611 - Enable default warning levels in `cmake` build

Pull Request - State: closed - Opened by ralfkonrad almost 2 years ago - 3 comments

#1611 - Enable default warning levels in `cmake` build

Pull Request - State: closed - Opened by ralfkonrad almost 2 years ago - 3 comments

#1610 - Equity cash flow and quanto pricing

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

#1609 - Change FdmLinearOpIterator to pass by value and move

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

#1609 - Change FdmLinearOpIterator to pass by value and move

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

#1608 - Open GitHub Discussion Tab

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

#1607 - Automated fixes by clang-tidy

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

#1606 - Add move semantics for `Array` operators and functions

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

#1605 - Missing warnings in Visual Studio github workflow

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

#1605 - Missing warnings in Visual Studio github workflow

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

#1604 - Equity total return swap

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

#1603 - Add operator*() to FdmLinearOpIterator

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

#1602 - Add suppressions for clang-tidy 16

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

#1601 - Allow moving value into `ObservableValue`

Pull Request - State: closed - Opened by sweemer about 2 years ago - 3 comments

#1600 - ForwardRateAgreement constructors enhancements

Pull Request - State: closed - Opened by jakeheke75 about 2 years ago - 30 comments

#1600 - ForwardRateAgreement constructors enhancements

Pull Request - State: closed - Opened by jakeheke75 about 2 years ago - 30 comments

#1599 - Add Australian calendar for ASX

Pull Request - State: closed - Opened by trentmaetzold about 2 years ago - 3 comments

#1598 - Fixing consistent Real type usage for AAD compatibility

Pull Request - State: closed - Opened by xcelerit-dev about 2 years ago - 1 comment

#1593 - allow swaptions to take OvernightIndexedSwap

Pull Request - State: closed - Opened by thrasibule about 2 years ago - 29 comments

#1593 - allow swaptions to take OvernightIndexedSwap

Pull Request - State: closed - Opened by thrasibule about 2 years ago - 29 comments

#1591 - Add Botswanan pula currency (BWP)

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

#1588 - RFR/SOFR Swaptions

Issue - State: closed - Opened by tmory59 about 2 years ago - 3 comments

#1585 - Fixing consistent Real usage

Pull Request - State: closed - Opened by xcelerit-dev about 2 years ago - 1 comment

#1582 - Need a separate calendar for ASX in Australia

Issue - State: closed - Opened by trentmaetzold about 2 years ago - 2 comments

#1581 - Corrections to Turkish, Danish, and Austrian calendars

Pull Request - State: closed - Opened by gbfredrik about 2 years ago - 5 comments

#1581 - Corrections to Turkish, Danish, and Austrian calendars

Pull Request - State: closed - Opened by gbfredrik about 2 years ago - 5 comments

#1580 - Add UKHICP inflation index

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

#1578 - Memory leak in SofrFutureRateHelper

Issue - State: closed - Opened by tomwhoiscontrary about 2 years ago - 7 comments
Labels: stale

#1574 - One-month SofrFutureRateHelper start and end dates

Issue - State: closed - Opened by bensonluk about 2 years ago - 6 comments

#1571 - Does OvernightIndexedCouponPricer need to be in an unnamed namespace?

Issue - State: closed - Opened by tomwhoiscontrary about 2 years ago - 2 comments
Labels: stale

#1569 - Improve naming of swaption volatility structures

Issue - State: closed - Opened by lballabio about 2 years ago - 8 comments

#1566 - Make floating-rate coupons lazy

Pull Request - State: closed - Opened by pcaspers about 2 years ago - 131 comments

#1558 - Comparison of doubles

Issue - State: closed - Opened by steklovata17 about 2 years ago - 3 comments
Labels: stale

#1556 - [vcpkg:x64-windows] build failure for MSVC

Issue - State: closed - Opened by KRJackLee about 2 years ago - 7 comments
Labels: stale

#1554 - Add example TimeSeriesFromCSV

Pull Request - State: closed - Opened by ofenloch about 2 years ago - 5 comments
Labels: stale

#1546 - Cant create TimeSeries with my class

Issue - State: closed - Opened by ofenloch about 2 years ago - 17 comments
Labels: stale

#1537 - A problem of calculating YTM of amortization fixed rate bonds in QuantLib Python

Issue - State: closed - Opened by bobinghua about 2 years ago - 8 comments
Labels: stale

#1510 - short rate generation under G2 and BK

Issue - State: closed - Opened by DFallet over 2 years ago - 4 comments
Labels: stale

#1510 - short rate generation under G2 and BK

Issue - State: closed - Opened by DFallet over 2 years ago - 4 comments
Labels: stale

#1509 - Don't adjust explicit effective and termination dates to end of month

Pull Request - State: closed - Opened by HristoRaykov over 2 years ago - 5 comments

#1505 - CMake build does not generate `QL_PACKAGE_NAME`

Issue - State: open - Opened by tom91136 over 2 years ago - 5 comments
Labels: help wanted