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eddelbuettel
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rquantlib
R interface to the QuantLib library
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BKTree option in AffineSwaption
#91
imunir23
closed
7 years ago
20
FixedRateBond() not working with some Maturity Dates
#90
aalvero
closed
7 years ago
3
install from ppa:edd/misc leaves RQuantLib.so with undefined symbol QuantLib...GeneralizedBlackScholesProcess...discretizationEEE
#89
glycerine
closed
7 years ago
2
function isHoliday(), isBusinessDay doesn't give the right result.
#88
XuXin09
closed
7 years ago
2
Error in AffineSwaption ... could not find function "AffineSwaption"
#87
dado0583
closed
7 years ago
1
Error: effective date later than or equal to termination date
#86
peterqzhang
closed
7 years ago
2
how to install rquantlib without online connectivity from R
#85
randomgambit
closed
7 years ago
4
Cannot install on Ubuntu 14.04.5 LTS (‘HalfMonthModifiedFollowing’ is not a member of ‘QuantLib’, etc)
#84
SteveBronder
closed
7 years ago
2
Window Binary Version is 0.4.2？
#83
huihuibear
closed
7 years ago
6
QuantLib NPV Function
#82
FrozenQuant
closed
5 years ago
8
Serializing object
#81
sonben
closed
7 years ago
2
Can't be installed on OSX?
#80
shrektan
closed
6 years ago
50
fix a typo
#79
shrektan
closed
7 years ago
4
fix a typo
#78
shrektan
closed
7 years ago
0
correct use of divtimes (with a nod to #76)
#77
eddelbuettel
closed
8 years ago
0
Fix compilation when QL_HIGH_RESOLUTION_DATE is 0
#76
thrasibule
closed
8 years ago
8
Computing vega with CrankNicolson
#75
fcocquemas
closed
6 years ago
6
Feature/update diveqopt
#74
eddelbuettel
closed
8 years ago
5
Added discrete dividend interface to EuropeanOption and AmericanOption
#73
hfty
closed
8 years ago
33
DividendVanillaOption
#72
hfty
closed
8 years ago
21
RQuantLib - BermudanSwaption function can be considered deprecated
#71
nfarsi
closed
8 years ago
16
Vol Cube reshape speed up (closes #69)
#70
eddelbuettel
closed
8 years ago
0
Vol Cube reshape speed up
#69
tleitch
closed
8 years ago
3
Feature/small updates
#68
eddelbuettel
closed
8 years ago
0
Does RQuantLib support IRSwap?
#67
scchess
closed
8 years ago
6
switch to run.sh for Travis CI
#66
eddelbuettel
closed
8 years ago
0
update to data sets to pass R CMD check cleanly
#65
eddelbuettel
closed
8 years ago
0
SabrSwaption doc + reshape2 dependence eiliminated
#64
tleitch
closed
8 years ago
5
Conflicts resolved
#63
tleitch
closed
8 years ago
4
Add docs, remove reshape2 dependence, modified namespace and description
#62
tleitch
closed
8 years ago
1
Finishing PR #60
#61
eddelbuettel
closed
8 years ago
3
SABR swaption
#60
tleitch
closed
8 years ago
6
SABR Swaption Module
#59
tleitch
closed
8 years ago
3
Vectorization of Functions
#58
alitiffany
closed
8 years ago
4
minor edit to .travis.yml, rolled Date and Version
#57
eddelbuettel
closed
8 years ago
0
Windows build for quantlib 1.8
#56
tleitch
closed
8 years ago
15
typos
#55
thrasibule
closed
8 years ago
1
More enums
#54
thrasibule
closed
8 years ago
3
Some businessday conventions are missing
#53
thrasibule
closed
8 years ago
1
Some date generation rules are missing
#52
thrasibule
closed
8 years ago
1
More flexible swap construction
#51
thrasibule
closed
8 years ago
5
Cleanup enums
#50
thrasibule
closed
8 years ago
10
add extra swap tenors
#49
thrasibule
closed
8 years ago
2
Extend curve building to 100 years
#48
tleitch
closed
8 years ago
4
Extend curve instruments to 100 years
#47
tleitch
closed
8 years ago
4
Discount Curve Tenor Limits
#46
tleitch
closed
8 years ago
1
update news & change log drafts
#45
tleitch
closed
8 years ago
6
typo
#44
thrasibule
closed
8 years ago
1
Bermudan & Affine swaption submission
#43
tleitch
closed
8 years ago
10
Bug fix for matchParams() in bond.R
#42
tleitch
closed
8 years ago
1
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