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finmath
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finmath-lib
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
Apache License 2.0
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BussinessDateCalendar getRolledDate JavaDoc does not match implementation
#94
Snijder
opened
4 days ago
0
Bugfix DICEModel and submodels, added external forcing
#93
maxsing
closed
1 year 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
1 year 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
4 years ago
1
European & American equity options under local vol and dividends
#81
cfries
closed
4 years ago
1
Updates to MonteCarloMultiAssetBlackScholesModel
#80
rolandbachl
closed
4 years ago
2
Kotlin outdated
#79
thre3eye
closed
4 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Class Diagram is obsolete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
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