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eddelbuettel
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rquantlib
R interface to the QuantLib library
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Fix/Float frequency parameters not having correct impact
#41
tleitch
closed
8 years ago
1
bermudan swaption rewrite
#40
tleitch
closed
8 years ago
7
RQuantlib compilation issues in windows
#39
erdult
closed
8 years ago
7
Bermudan swaption rewrite
#38
tleitch
closed
8 years ago
3
Upgrading BermudanSwaption to take discount curve
#37
tleitch
closed
8 years ago
4
test pull
#36
tleitch
closed
8 years ago
3
Feature/merge pr34
#35
eddelbuettel
closed
8 years ago
0
Modified bermudan option module to allow for swaptions other than 1 y…
#34
tleitch
closed
8 years ago
16
Unit tests for curve building
#33
eddelbuettel
closed
5 years ago
4
Feature/cleanup on #31
#32
eddelbuettel
closed
8 years ago
0
Modified code to allow for stripping curves in Discount Curve that ha…
#31
tleitch
closed
8 years ago
12
unexpected businessDaysBetween() behavior
#30
flodel
closed
8 years ago
7
0.4.2 in cron
#29
kismsu
closed
8 years ago
4
Feature/version check on load
#28
eddelbuettel
closed
8 years ago
0
Feature/travis trusty
#27
eddelbuettel
closed
8 years ago
0
intra-day dates for implied vol
#26
eddelbuettel
closed
8 years ago
0
Feature/minor-updates
#25
eddelbuettel
closed
8 years ago
0
new helper functions getQuantLib{Version,Capabilities}
#24
eddelbuettel
closed
8 years ago
0
Feature/intraday exotics
#23
eddelbuettel
closed
8 years ago
0
Feature/travis wait
#22
eddelbuettel
closed
8 years ago
0
Feature/intra day
#21
eddelbuettel
closed
8 years ago
0
add Monthly to freq arguments in matchFrequency (closes #19)
#20
eddelbuettel
closed
9 years ago
0
Problem with Schedule Function
#19
sarangvrao
closed
9 years ago
1
Installation QuantLib on Centos7 not available
#18
englianhu
closed
9 years ago
1
Add integration routines?
#17
eddelbuettel
opened
9 years ago
0
Add SetDayCounter() R function
#16
scchess
closed
9 years ago
3
Time to maturity being approximated by 360 days a year instead of 365
#15
abysmon
closed
8 years ago
4
Missing parameters in DiscountCurve
#14
scchess
closed
9 years ago
17
New wrapper for rquantlib : oneTouch(american binaries), DKO and DNT
#13
redronm
closed
9 years ago
5
Makevars.win
#12
jeroen
closed
9 years ago
2
Compiler warnings
#11
jeroen
closed
8 years ago
2
Unexpected behaviour with option pricing
#10
kismsu
closed
9 years ago
2
minor fixes on Schedule
#9
mzivi
closed
10 years ago
0
Exposed QuantLib::Schedule to R
#8
mzivi
closed
10 years ago
0
updated ChangeLog
#7
mzivi
closed
10 years ago
3
Fixed rate bond with price
#6
mzivi
closed
10 years ago
3
Minor fixes in the help for FixedRateBond
#5
mzivi
closed
10 years ago
5
removal of remaining SEXP instances in function interfaces
#4
eddelbuettel
closed
10 years ago
0
Feature/shorter discount curve
#3
eddelbuettel
closed
10 years ago
0
Fixed rate bond with schedule and calc
#2
mzivi
closed
10 years ago
4
Additional fixed rate bond support
#1
mzivi
closed
10 years ago
4
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