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domokane
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FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
GNU General Public License v3.0
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Bond valuation using a yield curve
#218
quant108
opened
2 months ago
2
Getting an error when running the Key Rate Duration method:
#217
priyanf
closed
2 months ago
1
Bond() does not have a "face amount" input
#216
priyanf
closed
2 months ago
1
feat: `mkdocs` support
#215
avhz
closed
2 months ago
2
Many changes and additions to interest rate curves and related topics
#214
piterbarg
closed
3 months ago
0
How to deal with same maturity bonds for bootstrap curve?
#213
jingmouren
closed
2 months ago
2
Name 'swap_types' is not defined
#211
gaoming714
closed
6 months ago
3
typo in "acccrued"
#207
EduardoBautistaDev
closed
9 months ago
0
plotted the code for Multiple Assets One Time and Multiple Assets and time
#206
Akshat111111
closed
2 months ago
5
'bond.print_payments' error
#205
JasonG78
closed
11 months ago
2
Backtesting of Strategy
#204
Akshat111111
closed
1 year ago
4
Updated FINGBMPROCESS_generatePaths
#203
Akshat111111
opened
1 year ago
4
Build SOFR curve - suggestions
#202
thanhuwe8
opened
1 year ago
0
choose to apply a Black'76 in Fx Vanilla option
#200
CNiemans
opened
1 year ago
1
barrierOpt.value issue
#199
iourdev
opened
1 year ago
2
Bond OAS and accrued interest
#196
gulls-on-parade
closed
1 year ago
2
Division with wrong day count convention causes incorrect forward rates
#195
Nollad
closed
1 year ago
1
Adding fx double digital option
#194
jtamas18
closed
1 year ago
1
CDSOption insensitive to vol for Receiver
#193
HZS2
closed
1 year ago
4
Fix swap leg
#192
nashquant
closed
1 year ago
1
Inconsistency in Day Count in Index Curve?
#191
YimingZhang07
opened
1 year ago
3
Bond Curve Fitting
#190
gulls-on-parade
closed
11 months ago
1
Bump scipy from 1.7.3 to 1.10.0
#189
dependabot[bot]
closed
1 year ago
1
Major implementation change for ibor_swap? A notebook example doesn't tie out anymore.
#188
YimingZhang07
closed
1 year ago
12
Potential issues for CDS pricing
#187
YimingZhang07
opened
1 year ago
4
Example of SOFR curve
#186
suhasghorp
opened
1 year ago
0
Date Schedule._generate issue
#185
gbarbe77
closed
1 year ago
2
Changed 'Date' type to float type in parameters of barrier option pricing functions.
#184
gpelleri
closed
1 year ago
3
Update TestFinFXVanillaOption.py
#183
Mattyuan98
closed
1 year ago
1
Created independent key_rate_durations function
#182
sagayev
closed
1 year ago
4
Re-generate manual when master is updated
#181
FergalOK
closed
1 year ago
5
LSMC model update
#180
idorrington92
closed
1 year ago
2
Created test cases for bond.key_rate_duration method
#179
sagayev
closed
1 year ago
11
argument type issue - FXVanillaOption with SABR model
#178
Mattyuan98
closed
1 year ago
3
Some swap suggestions
#177
vlade21
opened
1 year ago
0
added key rate durations method to bond class
#176
sagayev
closed
1 year ago
2
Alternative Interpolation Schemes for Longstaff Schwarz
#175
domokane
closed
1 year ago
1
PSOR model rewrite
#174
idorrington92
closed
1 year ago
1
Finite difference improvements
#173
idorrington92
closed
1 year ago
0
Equity swap
#172
nashquant
closed
1 year ago
0
Use numba for band matrix multiplication
#171
idorrington92
closed
1 year ago
1
Projected successive over relaxation (PSOR) model
#170
idorrington92
closed
1 year ago
0
Add Equity index option type
#169
shunmaruko
closed
1 year ago
1
Wire finite difference model into EquityAmericanOption
#168
idorrington92
closed
1 year ago
7
Finite difference method
#167
idorrington92
closed
1 year ago
3
Equity swap
#166
nashquant
closed
1 year ago
9
move barrier option valuation functions to model
#165
gpelleri
closed
1 year ago
4
Changed figures of notebook #9
#164
shunmaruko
closed
1 year ago
2
Add notebook for Bjerksund-Stensland method #9
#163
shunmaruko
closed
1 year ago
1
Modified assertions for test_FinBondFutures.py
#162
DominicHong
closed
1 year ago
1
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