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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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Date issue w.r.t. Feb
#109
stanlxr
closed
3 years ago
2
Add bond, equity and fx unit tests
#108
FergalOK
closed
3 years ago
2
Issue with OIS swap rate
#107
stanlxr
closed
3 years ago
1
Issue with payment dates for SwapFloatLeg
#106
stanlxr
closed
3 years ago
2
Issue with generating payment schedule
#105
ahabre
closed
3 years ago
5
Add some unit tests
#103
FergalOK
closed
3 years ago
1
discount curve from fx forwards / cross currency basis swaps
#102
ahabre
opened
3 years ago
5
Resolve merge conflicts
#101
abhi-g80
closed
3 years ago
1
Fix more issues with user guide
#100
FergalOK
closed
3 years ago
0
Fix user guide errors
#99
FergalOK
closed
3 years ago
0
HullWhite - coupon bond call option
#98
suhasghorp
closed
3 years ago
3
More pep 8
#97
domokane
closed
3 years ago
0
Make function names snail case
#96
FergalOK
closed
3 years ago
0
FinIborSingleCurve - optimize.newton results
#95
suhasghorp
closed
3 years ago
1
Added vanna to FinEquityVanillaOption
#94
rkcah
closed
3 years ago
1
Adding unit tests
#93
rkcah
closed
3 years ago
1
Test Cases
#92
domokane
closed
3 years ago
5
Pep8 Compliant Code
#91
domokane
closed
3 years ago
3
SSVI Calibration: Divide by Zero Error
#90
armarion
opened
3 years ago
3
Equity Option Vanna
#89
armarion
closed
3 years ago
2
Expose SVI Parameters
#88
armarion
closed
3 years ago
2
FinDate.datetime() error
#87
armarion
closed
3 years ago
3
delete unused tests for #81
#86
epogrebnyak
closed
3 years ago
1
delete unused tests for #81
#85
epogrebnyak
closed
3 years ago
0
Fixing unit test and golden test for #81
#84
epogrebnyak
closed
3 years ago
0
V0.20 - Documentation
#83
domokane
opened
3 years ago
1
V0.20 - Upgrading Code to be Pep8 Compliant
#82
domokane
closed
3 years ago
0
V0.20 - Testing Framework
#81
domokane
closed
3 years ago
21
pytests for #77 and #74 (to dev branch)
#80
epogrebnyak
closed
3 years ago
4
pytests for #77 and #74
#79
epogrebnyak
closed
3 years ago
5
unit tests with FinDate test example
#78
epogrebnyak
closed
3 years ago
1
change remote runner to pytest?
#77
epogrebnyak
closed
3 years ago
1
FinEquityVolSurfacePlus
#76
mattdoub
opened
3 years ago
3
delete __init__.py from root
#75
epogrebnyak
opened
3 years ago
2
test invokation (use pytest?)
#74
epogrebnyak
closed
3 years ago
15
make tests runnable with pytest
#73
epogrebnyak
closed
3 years ago
1
__init__.py greeting
#72
epogrebnyak
closed
1 year ago
0
Documentation in html
#71
epogrebnyak
closed
3 years ago
5
Fixed Numba Nelder-Mead FX vol fit and added tol parameter for FX vol…
#70
saeedamen
closed
3 years ago
0
Schedule generation bug
#69
mwalkup55
closed
3 years ago
16
FinEquityForward
#68
mattdoub
closed
3 years ago
1
Vol Cube Object
#67
mwalkup55
opened
3 years ago
1
Normal SABR calibration
#66
mwalkup55
opened
3 years ago
3
G10 Calendars
#65
gulls-on-parade
closed
3 years ago
7
FinEquity...Options dividends input
#64
mattdoub
closed
3 years ago
3
FinEquityVolSurface
#63
mattdoub
closed
3 years ago
14
Numba specialist to Examine how to JIT Optimisers
#62
domokane
opened
3 years ago
0
Added Nelmer-Mead
#61
saeedamen
closed
3 years ago
0
solveforsmilestrike
#60
mattdoub
closed
3 years ago
5
Implement numba'd conjugate gradient minimiser
#59
domokane
opened
3 years ago
4
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