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JuliaActuary
/
EconomicScenarioGenerators.jl
Status: Technical Preview
MIT License
15
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separate derivs, add specific test, update parameters and example
#52
alecloudenback
closed
2 months ago
0
CompatHelper: bump compat for FinanceModels in [weakdeps] to 4, (keep existing compat)
#51
github-actions[bot]
opened
3 months ago
0
test Mac/Windows
#50
alecloudenback
closed
4 months ago
0
FinanceModels Compatibility
#49
alecloudenback
closed
2 months ago
1
whitespace change to test CI
#48
alecloudenback
closed
4 months ago
0
test bounded compat
#47
alecloudenback
closed
4 months ago
0
Local testing broken, seems related to market consistency issue
#46
reumle
closed
4 months ago
3
switch FinanceModels to Extension
#45
alecloudenback
closed
7 months ago
1
Make package more integrated with FinanceModels
#44
alecloudenback
opened
1 year ago
0
update for FinanceModels & Transducers
#43
alecloudenback
closed
1 year ago
2
More interesting copulas than gaussian + tests
#41
lrnv
closed
2 years ago
2
fix compat
#40
alecloudenback
closed
2 years ago
0
Correlated Generators
#39
alecloudenback
closed
2 years ago
2
freshen up docs
#38
alecloudenback
closed
2 years ago
0
add type annotations to improve type inference
#37
alecloudenback
closed
2 years ago
1
Add yield curves as output from short rate models
#36
kasperrisager
opened
2 years ago
5
Fix HullWhite
#35
alecloudenback
closed
2 years ago
1
Reduce Allocations in `YieldCurve` - Add Iteration Wrapper to get rate and time?
#34
alecloudenback
opened
2 years ago
1
Interest Rates: avoiding negative discount factors?
#33
alecloudenback
closed
2 years ago
0
Resolve Hull White issues (market consistency)
#32
alecloudenback
closed
2 years ago
1
Use SnoopCompile to precompile more stuff
#31
alecloudenback
opened
2 years ago
0
add benchmark code
#30
alecloudenback
closed
2 years ago
0
reduce heap allocations
#29
alecloudenback
closed
2 years ago
1
Hull White Market Consistency
#28
alecloudenback
closed
2 years ago
11
Uncessesary Allocations?
#27
alecloudenback
closed
2 years ago
0
add some docs and tests
#26
alecloudenback
closed
2 years ago
1
If an equity generator emits equity returns, should they be a `Rate` type (from Yields)?
#24
alecloudenback
opened
2 years ago
0
Add/Improve Docstrings
#23
alecloudenback
closed
2 years ago
0
fix type stability
#22
alecloudenback
closed
2 years ago
0
add RNG specification
#21
alecloudenback
closed
2 years ago
0
Type stability
#20
alecloudenback
closed
2 years ago
1
RNG Management
#19
alecloudenback
closed
2 years ago
0
Allow indexing without fully allocating array
#18
alecloudenback
closed
2 years ago
1
API for correlations of variables
#17
alecloudenback
closed
2 years ago
0
Add AAA ESG
#16
alecloudenback
opened
2 years ago
2
looser range logic to account for accumulated floating point error
#15
alecloudenback
closed
2 years ago
1
ScenarioGenerator parameters
#14
alecloudenback
closed
2 years ago
0
Test Cases for initial release
#13
alecloudenback
closed
2 years ago
0
BSM tests
#12
alecloudenback
closed
2 years ago
6
updates for v3 of Yields
#11
alecloudenback
closed
2 years ago
0
current version fails to compile at first `using`
#10
reumle
closed
2 years ago
2
CompatHelper: bump compat for Yields to 1, (keep existing compat)
#9
github-actions[bot]
closed
2 years ago
0
CompatHelper: bump compat for Yields to 1, (keep existing compat)
#8
github-actions[bot]
closed
2 years ago
0
Help with EconomicScenarioGenerators!
#7
alecloudenback
opened
2 years ago
0
Iteration interfact needs concrete type information for expected rate output
#6
alecloudenback
closed
2 years ago
0
Output should be `Yields.Rate` type for ecosystem consistency
#5
alecloudenback
closed
2 years ago
0
TagBot trigger issue
#4
JuliaTagBot
closed
2 years ago
18
Documentation keys
#3
alecloudenback
closed
2 years ago
0