finmath finmath-lib issues

finmath / finmath-lib

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

Apache License 2.0

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issues

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Bugfix DICEModel and submodels, added external forcing

#93 maxsing closed 12 months ago
1
Error with the xml files

#92 Mephistopheles-0 opened 1 year ago
0
Code refactoring

#91 alensden2 opened 1 year ago
0
Use separate locks for cloned objects of CurveInterpolation

#90 nahian1005002 closed 12 months ago
1
Added CSRNG functionality.

#89 luca-bressan closed 1 year ago
2
Fix blackScholesOptionTheta

#88 AlessandroGnoatto closed 2 years ago
2
Improve MAVEN build Performance

#86 SilverSteven closed 2 years ago
1
Eclipse: import “Project from Git” no longer works

#85 AlessandroGnoatto opened 3 years ago
2
Merge fix in equity theta calculation.

#84 agrotz closed 1 year ago
1
add bond calibration test

#83 noittom closed 3 years ago
5
Feature/equity options under local vol and dividends

#82 cfries closed 3 years ago
1
European & American equity options under local vol and dividends

#81 cfries closed 3 years ago
1
Updates to MonteCarloMultiAssetBlackScholesModel

#80 rolandbachl closed 4 years ago
2
Kotlin outdated

#79 thre3eye closed 3 years ago
4
Non-vanilla Bermudan Swaption

#78 summepau opened 4 years ago
1
Update README.md

#77 AlessandroGnoatto closed 4 years ago
0
Update README.md

#76 AlessandroGnoatto closed 4 years ago
1
question on SABRVolatilityCube

#75 summepau closed 4 years ago
2
Finmath fourier methods

#74 AlessandroGnoatto closed 4 years ago
0
Finmath fourier methods

#73 AlessandroGnoatto closed 5 years ago
0
CDS Schedules

#72 AlessandroGnoatto opened 5 years ago
1
Class Diagram is obsolete

#71 AlessandroGnoatto closed 4 years ago
1
MertonModelDescriptor + adjstuments in MertonModel Monte Carlo

#70 AlessandroGnoatto closed 5 years ago
1
Merton Model for Fourier Methods and Variance Gamma Process for Monte Carlo Engine

#69 AlessandroGnoatto closed 5 years ago
1
Minor bug in getDriftAdjustment(Evaluated)

#68 VEichel closed 5 years ago
0
Eclipse - JUnit not recognized - All tests are failing

#67 AlessandroGnoatto closed 5 years ago
1
Added tests for net.finmath.stochastic.Scalar

#66 freddytuxworth closed 5 years ago
1
Added tests for net.finmath.stochastic.Scalar

#65 freddytuxworth closed 5 years ago
0
Interpolation of LIBOR Rates

#64 VEichel closed 5 years ago
1
Merge Finmath fourier methods

#63 AlessandroGnoatto closed 5 years ago
0
Redesign Libor Market Model

#62 VEichel closed 5 years ago
2
RandomVariableDifferentiableAAD.getPartialDerivative

#61 VEichel closed 5 years ago
1
Fix bugs in TimeDiscretization and enhance TimeDiscretizationInterface

#60 delreluca closed 6 years ago
12
Kotlin curve calibration test

#59 arizeo closed 6 years ago
2
TimeDiscretization inconsistency

#58 delreluca closed 6 years ago
1
Finmath fourier methods

#57 AlessandroGnoatto closed 6 years ago
1
Make finmath lib an OSGi bundle (again).

#56 cfries closed 6 years ago
1
Exception handling of multi-threaded Monte-Carlo simulation not informative.

#55 cfries opened 6 years ago
0
CapletVolatilitiesParametricCalibrationTest can run in a time out on Travis

#54 cfries opened 6 years ago
0
net.finmath.montecarlo.interestrate.products.indices.LIBORIndexTest may take very long.

#53 cfries opened 6 years ago
0
Change implementation of getQuantile to comply with JavaDoc documentation.

#52 cfries closed 6 years ago
4
Make (LIBOR) Correlation Models and Volatility Models truly immutable.

#51 cfries closed 6 years ago
1
Add generation of javadoc & source .jar files

#50 IanMayo closed 6 years ago
0
Suggestion - use Travis to include jars in release

#49 IanMayo opened 6 years ago
1
Feature/fml 0005

#48 William1104 closed 6 years ago
1
FML-0004 add sonar plugin to travis setting file

#47 William1104 closed 6 years ago
0
Tentative unification of two models.

#46 AlessandroGnoatto closed 6 years ago
2
Consider unification of models

#45 AlessandroGnoatto closed 5 years ago
1
Moment Explosions for stochastic volatility models.

#44 AlessandroGnoatto closed 4 years ago
1
2.4.x

#43 BoudaAlae closed 6 years ago
0