Ecosyste.ms: Issues

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

GitHub / lballabio/quantlib-swig issues and pull requests

#705 - Expose FuturesConvAdjustmentQuote

Pull Request - State: closed - Opened by eltoder 13 days ago

#704 - Avoid features deprecated in version 1.33 and removed in 1.38

Pull Request - State: closed - Opened by lballabio 17 days ago

#703 - export Cubic Forward Curve constructor

Pull Request - State: closed - Opened by sophistis42 23 days ago

#702 - Export Choi Asian engine

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

#701 - Added ChoiAsianEngine

Pull Request - State: closed - Opened by klausspanderen about 1 month ago

#700 - Export MultipleResetsCoupon

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

#699 - Export new constructors for FittedBondDiscountCurve

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

#698 - Export additional arguments for AssetSwap constructor

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

#697 - Export Wellington and Auckland variants for New Zealand calendar

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

#696 - Add new constructors for YoY inflation curves

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

#695 - Build issue on mips64el

Issue - State: closed - Opened by eddelbuettel about 1 month ago - 4 comments

#694 - Export Kofr index

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

#693 - Can someone expose RateHelper::setTermStructure(YieldTermStructure*) to python

Issue - State: open - Opened by fbch-rcm about 2 months ago - 2 comments

#692 - Export range-accrual coupon

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

#691 - Add a few missing methods to some short-rate models

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

#690 - Remove old overload for `yoyInflationLeg`, re-enable kwargs

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

#690 - Remove old overload for `yoyInflationLeg`, re-enable kwargs

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

#689 - align interface definition of spread option engines

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

#688 - forDates extension method of SwapRateHelpers not available in Python

Issue - State: open - Opened by Adefoucauld 3 months ago - 6 comments
Labels: stale

#688 - forDates extension method of SwapRateHelpers not available in Python

Issue - State: open - Opened by Adefoucauld 3 months ago - 5 comments

#687 - Update copyright list in license

Pull Request - State: closed - Opened by github-actions[bot] 3 months ago

#687 - Update copyright list in license

Pull Request - State: closed - Opened by github-actions[bot] 3 months ago

#686 - added pricing engines for spread- and basket options

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

#686 - added pricing engines for spread- and basket options

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

#685 - Fix SwapRateHelper.forDates's withIndexedCoupons

Pull Request - State: closed - Opened by eltoder 3 months ago

#685 - Fix SwapRateHelper.forDates's withIndexedCoupons

Pull Request - State: closed - Opened by eltoder 3 months ago

#684 - Add rule kwarg to OISRateHelper constructor - default to Backward

Pull Request - State: closed - Opened by sophistis42 3 months ago - 3 comments

#684 - Add rule kwarg to OISRateHelper constructor - default to Backward

Pull Request - State: closed - Opened by sophistis42 3 months ago - 3 comments

#683 - Add forDates() to SwapRateHelper and OISRateHelper

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

#682 - Don't export class deprecated and removed in C++ library

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

#682 - Don't export class deprecated and removed in C++ library

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

#681 - %kwargs with overloaded function _yoyInflationLeg

Issue - State: closed - Opened by eltoder 3 months ago - 3 comments

#681 - %kwargs with overloaded function _yoyInflationLeg

Issue - State: closed - Opened by eltoder 3 months ago - 3 comments

#680 - [Python] discountBond and discountBondOption methods in G2

Issue - State: closed - Opened by corradopetrelli 4 months ago - 3 comments

#680 - [Python] discountBond and discountBondOption methods in G2

Issue - State: closed - Opened by corradopetrelli 4 months ago - 3 comments

#679 - Avoid classes deprecated in version 1.32 and removed in 1.37

Pull Request - State: closed - Opened by lballabio 4 months ago

#679 - Avoid classes deprecated in version 1.32 and removed in 1.37

Pull Request - State: closed - Opened by lballabio 4 months ago

#678 - Expose swap() on DatedOISRateHelper

Pull Request - State: closed - Opened by eltoder 4 months ago - 3 comments

#677 - Update copyright list in license

Pull Request - State: closed - Opened by github-actions[bot] 4 months ago

#676 - Allow passing interpolation parameter to YoY inflation coupons

Pull Request - State: closed - Opened by lballabio 4 months ago

#675 - Allow passing optimizer and end criteria to `GlobalBootstrap`

Pull Request - State: closed - Opened by lballabio 4 months ago

#674 - Add several small new C++ methods and classes

Pull Request - State: closed - Opened by lballabio 4 months ago

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

Issue - State: closed - Opened by sergioUjo 6 months ago - 7 comments

#672 - Allow passing volatility type to SABR interpolation

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

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

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

#670 - DeprecationWarning in Python 3.10 with QuantLib 1.34 and 1.35

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

#669 - Porting #2063 PR QuantLib C++ - Warsaw Stock Exchange Calendar (Poland)

Pull Request - State: closed - Opened by marcinfair 6 months ago - 3 comments

#668 - Add new features to indices

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

#667 - Use modern tooling to build and test Python wheels

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

#666 - Export spreaded swaption volatility

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

#665 - Avoid keeping deleted classes around in generated sources

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

#663 - Fix Array operations

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

#662 - Fix uses of boost and/or ext namespace

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

#661 - Inconsistency between C++ and SWIG for array multiplication

Issue - State: closed - Opened by eltoder 7 months ago - 1 comment

#660 - Avoid features deprecated in version 1.31 and removed in 1.36

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

#659 - Allow use of forward price for swaptions implied volatility

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

#658 - Use setup.cfg to specify limited API

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

#657 - Export additional parameters in OIS rate helper constructor

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

#656 - Expose SimpleQuote::reset

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

#655 - Export lookback and lockout days for OIS

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

#654 - Export a few new methods and typedefs

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

#653 - Add a few missing CashFlows methods

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

#652 - Update copyright list in license

Pull Request - State: closed - Opened by github-actions[bot] 8 months ago

#651 - Added `ZigguratGaussianRng`

Pull Request - State: closed - Opened by ralfkonrad 8 months ago - 5 comments

#650 - Add missing parameter to Black and Bachelier swaption engines

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

#649 - error building Quantlib SWIG 1.34

Issue - State: closed - Opened by masoudms 8 months ago - 5 comments

#648 - Cashflows::accruedAmount not exposed in python

Issue - State: closed - Opened by heiieh 9 months ago - 2 comments

#647 - Python QuantLib==1.3.4 issues DeprecationWarning on import

Issue - State: open - Opened by cdcadman 9 months ago - 6 comments
Labels: in progress

#646 - Remove features no longer available in underlying C++ library

Pull Request - State: closed - Opened by lballabio 10 months ago

#645 - Optimization in Python

Issue - State: open - Opened by antoscha 10 months ago - 1 comment
Labels: help wanted

#644 - Don't export internal `EndCriteria` method

Pull Request - State: closed - Opened by lballabio 10 months ago

#642 - Allow passing a vector of `InterestRate` objects to `FixedRateLeg`

Pull Request - State: closed - Opened by lballabio 10 months ago

#641 - Spreaded zero interpolated curve interpolation methods

Pull Request - State: closed - Opened by marcin-rybacki 10 months ago

#640 - add Tona to indexes.i

Pull Request - State: closed - Opened by nistick21 10 months ago

#639 - add Tona to swig interface

Pull Request - State: closed - Opened by nistick21 10 months ago

#638 - Allow swaptions to use OIS as underlying

Pull Request - State: closed - Opened by lballabio 10 months ago

#637 - Export `FixedVsFloatingSwap`

Pull Request - State: closed - Opened by lballabio 10 months ago

#636 - Export more overloads for bond functions

Pull Request - State: closed - Opened by lballabio 10 months ago

#634 - Export `makeQuoteHandle` convenience function

Pull Request - State: closed - Opened by lballabio 10 months ago

#633 - Use consistent keyword case in `MakeVanillaSwap`

Pull Request - State: closed - Opened by lballabio 10 months ago

#631 - Cannot build SWIG for python 3.9

Issue - State: closed - Opened by kohnech 11 months ago - 3 comments

#630 - Fix refcounting in `Date.from_date`

Pull Request - State: closed - Opened by eltoder 11 months ago

#629 - Enable Python limited API

Pull Request - State: closed - Opened by lballabio 11 months ago

#628 - Support compilation with Py_LIMITED_API

Pull Request - State: closed - Opened by eltoder 11 months ago - 3 comments

#627 - Expose Futures::Custom

Pull Request - State: closed - Opened by eltoder 12 months ago

#626 - Expose MakeVanillaSwap.withPaymentConvention

Pull Request - State: closed - Opened by eltoder 12 months ago

#625 - Use C++ operators instead of Python magics for comparison

Pull Request - State: closed - Opened by eltoder 12 months ago

#624 - Expose new methods for MakeOIS

Pull Request - State: closed - Opened by eltoder 12 months ago

#622 - Add defaults for SimpleQuote

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

#621 - Bump peter-evans/create-pull-request from 5 to 6

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

#620 - Export `cdsMaturity` function

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

#619 - Use typemap in PyObserver.[un]registerWith

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

#618 - Update copyright list in license

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

#617 - Fix build errors due to inheritance of YoYCapFloorTermPriceSurface

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

#616 - Use %extend for properties of Settings

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