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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Heston model characteristic function does not handle limit case xi=0

#42 cfries opened 7 years ago
0
Fourier Methods - Major rewrite needed.

#41 AlessandroGnoatto closed 5 years ago
9
Integration of SwapLegWithResetting into SwapLeg v2

#40 NiklasRodi closed 7 years ago
2
Observer Pattern and lazy recalculation

#39 AlessandroGnoatto closed 4 years ago
4
Minor consolidation and improvements in marketdata.products

#38 NiklasRodi closed 7 years ago
1
Changes to CalibratedCurves::getCalibrationProductForSpec()

#37 NiklasRodi closed 7 years ago
0
Overhaul of CalibratedCurves::getCalibrationProductForSpec() v2

#36 NiklasRodi closed 7 years ago
1
Missing AbstractDiscountCurve class

#35 NiklasRodi opened 7 years ago
0
Add schedule generation with future codes

#34 NiklasRodi closed 7 years ago
2
Overhaul of CalibratedCurves::getCalibrationProductForSpec()

#33 NiklasRodi closed 7 years ago
1
Cds2

#32 AlessandroGnoatto closed 6 years ago
2
New busDayCalendars and tests

#31 NiklasRodi closed 7 years ago
3
Slightly different weekend treatment in TARGET calendar && removed 31.12. from TARGET calendar

#30 NiklasRodi closed 7 years ago
4
Stricter behaviour of CalibratedCurves::createForwardCurve()

#29 NiklasRodi closed 7 years ago
7
Integration of SwapLegWithResetting into SwapLeg

#28 NiklasRodi closed 7 years ago
5
Stricter behaviour of SwapLeg::getValue()

#27 NiklasRodi closed 7 years ago
12
AnalyticalModel: No curve wrapping in getDiscountCurve() method

#26 NiklasRodi closed 7 years ago
2
Cosmetic changes to AnalyticalModel

#25 NiklasRodi closed 7 years ago
0
Changes to ScheduleGenerator and BusinessdayCalendars:

#24 NiklasRodi closed 7 years ago
0
Add travis integration test for Java 8.

#23 cfries closed 6 years ago
1
Overhaul of Schedule

#22 NiklasRodi closed 7 years ago
8
General Overhaul of Forward Curves

#21 NiklasRodi closed 7 years ago
7
General overhaul of forward curves

#20 NiklasRodi closed 7 years ago
4
B&S ImpliedVolatilty for a put

#19 loogies06 opened 7 years ago
1
Changes to Deposit

#18 BBreiden closed 7 years ago
3
Changed null pointer check

#17 BBreiden closed 7 years ago
0
Vorschläge für Cashflow und Deposit Klassen

#16 BBreiden closed 7 years ago
4
Non-open source code?

#15 sanity closed 7 years ago
4
Implement (and fix) the End-of-Month rule in the ScheduleGenerator.

#14 cfries closed 7 years ago
1
Merge pull request #1 from finmath/master

#13 bhupendra-bhudia closed 8 years ago
1
How to calcualte black-Scholes option value for put options?

#12 mrt181 closed 8 years ago
7
Correcting the 30U/360 day-count calculation in the Java 6 version of…

#11 emcleod closed 8 years ago
1
Control default behavior with system properties

#10 William1104 closed 8 years ago
3
Change default behaviours with system properties

#9 William1104 closed 8 years ago
4
Intellij project settings

#8 William1104 closed 8 years ago
2
enable maven profile activation with idk version

#7 William1104 closed 8 years ago
3
replace all Calendar with LocalDate (for java8)

#6 William1104 closed 8 years ago
12
implement please Serializable interface in optimizer package

#5 kicOLD closed 9 years ago
2
Allow LevenbergMarquardt Optimizer to use Generics (Lists)

#4 kicOLD closed 9 years ago
4
Update BusinessdayCalendarExcludingTARGETHolidays.java

#3 mquirin closed 10 years ago
1
finmath-lib vs finmath-experiments

#2 aoboturov closed 11 years ago
2
Update a REDAME.md file

#1 aoboturov closed 11 years ago
0