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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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Refactor barrier option code to extract core model code from products into model folder.
#161
domokane
closed
1 year ago
11
Add Bjerksund Stensland forumla
#160
shunmaruko
closed
1 year ago
3
Add Equity Swap Product
#159
nashquant
closed
1 year ago
3
Added Bond class attributes bus_day_rule_type and date_gen_rule_type
#158
sagayev
closed
1 year ago
0
Cash flows on coupon payment days
#157
DominicHong
closed
1 year ago
6
Bump ipython from 7.34.0 to 8.10.0
#156
dependabot[bot]
closed
1 year ago
0
Accrued interest on coupon payment day
#155
DominicHong
closed
1 year ago
2
Update bond.py to allow to define the BusDayAdjustTypes and DateGenRu…
#154
sagayev
closed
1 year ago
1
Vectorise calculations
#153
idorrington92
closed
1 year ago
1
Remove inconsistency between df methods in DiscountCurveNS and DiscountCurveNSS
#152
sagayev
closed
1 year ago
0
Update __init__.py
#151
sagayev
closed
1 year ago
4
Added support for CFETS ytm convention
#150
DominicHong
closed
1 year ago
0
"bond.full_price_from_ytm" is always computed by "face=100" right?
#149
lan-slot
closed
1 year ago
2
Allow create Date from datetime.date
#148
PaleNeutron
closed
2 years ago
3
Calculate Bond Rate of Return
#147
DominicHong
closed
2 years ago
3
Calculate the accrued interest of the Zero Coupon Bond
#146
DominicHong
closed
2 years ago
7
Change Zero Bond date convention to the same as ACT_ACT_ISDA
#145
DominicHong
closed
2 years ago
0
Issue of Bond payment dates
#144
DominicHong
closed
2 years ago
2
CDSCurve class does not depend on recovery rate
#143
alexlittle0
closed
2 years ago
2
allow negative tenors in Date.add_tenor() method
#142
piterbarg
closed
2 years ago
1
refactor(volatility): readability improvements
#141
ryanrussell
closed
2 years ago
0
Support for Zero-Coupon Bond
#140
DominicHong
closed
2 years ago
4
how do i trade like cem karsan
#139
inconspicuous99
closed
2 years ago
0
Bump numpy from 1.21.6 to 1.22.0
#138
dependabot[bot]
closed
2 years ago
1
Fix __powidf2 error
#137
FergalOK
closed
2 years ago
0
(fx_vol_surface_plus) issue with strike interpolation
#136
leogeogh
closed
2 years ago
2
Issue with the date object
#135
stanlxr
closed
2 years ago
1
Fixes by autopep8 action
#134
github-actions[bot]
closed
2 years ago
0
Bump numpy from 1.19.2 to 1.21.0
#133
dependabot[bot]
closed
2 years ago
1
Bump ipython from 7.18.1 to 7.31.1
#132
dependabot[bot]
closed
2 years ago
1
Fixes by autopep8 action
#131
github-actions[bot]
closed
2 years ago
0
Fixes by autopep8 action
#130
github-actions[bot]
closed
2 years ago
0
Fixes by autopep8 action
#127
github-actions[bot]
closed
2 years ago
0
Fixes by autopep8 action
#126
github-actions[bot]
closed
2 years ago
0
Fixes by autopep8 action
#125
github-actions[bot]
closed
2 years ago
0
Fixes by autopep8 action
#124
github-actions[bot]
closed
2 years ago
0
Fixes by autopep8 action
#123
github-actions[bot]
closed
3 years ago
0
Fix typos
#122
AmeyShrivastava
closed
3 years ago
1
Add automated PEP8 formatting
#121
VFermat
closed
3 years ago
1
Update tests to use a test suite
#120
VFermat
closed
3 years ago
2
PEP8 compliant codec
#119
VFermat
closed
3 years ago
2
Issue in OIS swap rate function
#118
stanlxr
closed
3 years ago
1
Add Equity Vol product
#117
LaGuiche55
opened
3 years ago
8
Add Equity Autocallable product
#116
LaGuiche55
opened
3 years ago
1
Add Github action to ensure Code Styling
#115
VFermat
closed
3 years ago
1
New version release
#114
stanlxr
closed
3 years ago
2
Add remaining unit tests
#113
FergalOK
closed
3 years ago
4
Issue with SwapFloatLeg PV
#112
stanlxr
closed
3 years ago
1
Issue with the swap rate function in OIS swaps
#111
stanlxr
closed
3 years ago
1
pv01 issue in OIS swaps
#110
stanlxr
closed
3 years ago
1
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