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

#1498 - CPICoupon with baseDate

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

#1473 - Move clang-analyzer-optin.cplusplus.VirtualCall suppressions to comments

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

#1472 - swapzero curve bootstrapping

Issue - State: closed - Opened by ChandanKSingh over 2 years ago - 6 comments
Labels: stale

#1472 - swapzero curve bootstrapping

Issue - State: closed - Opened by ChandanKSingh over 2 years ago - 6 comments
Labels: stale

#1471 - Update clang-format Standard to c++14

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

#1462 - Internal Compiler Error on MSVC after refactoring of Null<T>

Issue - State: closed - Opened by pcaspers over 2 years ago - 14 comments

#1432 - calendar advance EOM rule - only activate if end of calendar month

Issue - State: closed - Opened by klin333 over 2 years ago - 7 comments
Labels: stale

#1422 - Extensions to OvernightIndexedCoupon and OvernightLeg for FRN

Issue - State: closed - Opened by klin333 over 2 years ago - 2 comments

#1418 - Deprecate unneeded typedefs

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

#1414 - Potentially unsafe additions/subtractions of InterestRate objects

Issue - State: closed - Opened by xcelerit-dev over 2 years ago - 1 comment

#1404 - Add C++23 CI jobs

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

#1398 - Teach Engine to compute greeks

Issue - State: closed - Opened by antoscha almost 3 years ago - 5 comments

#1398 - Teach Engine to compute greeks

Issue - State: closed - Opened by antoscha almost 3 years ago - 5 comments

#1396 - OvernightIndex and FRN accrual interest calc

Issue - State: closed - Opened by qiubill over 2 years ago - 7 comments

#1341 - Matching Bloomberg's CDSO using quantlib CdsOption

Issue - State: open - Opened by laj007 almost 3 years ago - 6 comments
Labels: help wanted

#1305 - Deprecate using QuantLib with `QL_USE_STD_CLASSES=OFF`

Issue - State: closed - Opened by sweemer almost 3 years ago - 15 comments

#1305 - Deprecate using QuantLib with `QL_USE_STD_CLASSES=OFF`

Issue - State: closed - Opened by sweemer almost 3 years ago - 15 comments

#1274 - ASW calculator to include RFR indicies

Issue - State: closed - Opened by sonben about 3 years ago - 1 comment

#1205 - CMake: having consistent warning levels as part of the coding standards

Pull Request - State: closed - Opened by ralfkonrad over 3 years ago - 16 comments

#1168 - BondYield: Large difference from expected yield for low-priced bonds near maturity

Issue - State: closed - Opened by amir656 over 3 years ago - 6 comments
Labels: stale

#982 - FittedBondDiscountCurve: No constraint can be set

Issue - State: open - Opened by CayOest about 4 years ago - 2 comments

#971 - Bloomberg bond clean price and accrued amount differs from Quantlib

Issue - State: closed - Opened by tsutsl about 4 years ago - 7 comments

#896 - Add rounding to coupons and accrued amounts

Issue - State: open - Opened by Vangerok over 4 years ago - 23 comments
Labels: help wanted

#895 - EOM Schedule Generation

Issue - State: closed - Opened by pcaspers over 4 years ago - 8 comments

#433 - Callable Floating Rate Bond

Issue - State: closed - Opened by bjonen almost 7 years ago - 14 comments

#230 - Curve state tests are either incomplete or stale

Issue - State: open - Opened by lballabio almost 8 years ago - 4 comments
Labels: help wanted

#154 - Unexpected behavior in forwardrateagreement

Issue - State: closed - Opened by tleitch over 8 years ago - 15 comments
Labels: help wanted