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lballabio
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QuantLib
The QuantLib C++ library
http://quantlib.org
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Cubic Interpolation Spline
#2008
tony21248772
opened
11 hours ago
0
Add `std::ostream` for `Compounding` enum
#2007
ralfkonrad
closed
20 hours ago
1
Add `ext::tie` to use with `ext::tuple`
#2006
ralfkonrad
closed
20 hours ago
1
Rework bond example
#2005
lballabio
closed
1 day ago
1
Improve US GovernmentBond calendar
#2004
eltoder
closed
1 day ago
1
Fix Chile holidays
#2003
eltoder
closed
2 days ago
2
Why is the forwardStart parameter necessary in the bonds example?
#2002
oelhammouchi
opened
5 days ago
6
OAS using nominal instead of percent price
#2001
HristoRaykov
closed
5 days ago
2
OAS calculations using nominal instead of percent price
#2000
HristoRaykov
closed
5 days ago
1
Potential Issue: missing rate on June 19th, 2024 for index SOFRON Actual/360
#1999
JustCallMeDavid
opened
6 days ago
14
Allow lookback days, lockout days and observation shift in OIS rate helpers
#1998
lballabio
closed
6 days ago
2
Automated fixes by clang-tidy
#1997
github-actions[bot]
closed
1 week ago
1
Account for possible date adjustments (e.g. on Juneteenth) in SOFR rate helper
#1996
lballabio
closed
1 week ago
2
Actually deprecate method deprecated only in comment
#1995
lballabio
closed
1 week ago
1
overnightindexfutureratehelper.cpp SOFR issue 20240619
#1994
jbschaer
closed
1 week ago
8
Add values for configuration #defines when using cmake
#1993
lballabio
closed
1 week ago
1
Add possibility to reset guess in fitted bond curves
#1992
lballabio
closed
1 week ago
1
Added convenience class `ZigguratXoshiro256StarStarGaussianRng`
#1991
ralfkonrad
closed
2 weeks ago
2
Question The Neumann Boundary Value in PDE
#1990
tony21248772
opened
2 weeks ago
1
disable boost tanh_sinh integration until issues with toolset 14.40 are fixed
#1989
klausspanderen
opened
2 weeks ago
2
Autotools and CMake builds produce different config.hpp
#1988
tomwhoiscontrary
closed
1 week ago
2
Memory access violation on latest MSCV toolset in GitHub Actions runners
#1987
lballabio
opened
3 weeks ago
11
Support calculation for Partial time barrier PUT options and expose to Python-SWIG
#1986
flogger007
opened
1 month ago
0
Add lookback and lockout to the overnight coupon
#1985
marcin-rybacki
closed
1 week ago
9
Add missing method to fallback class implementation
#1984
lballabio
closed
1 month ago
1
Update copyright list in license
#1983
github-actions[bot]
closed
1 month ago
0
Update copyright list in license
#1982
github-actions[bot]
closed
1 month ago
0
Adding `ZigguratGaussianRng<RNG>`
#1981
ralfkonrad
closed
1 month ago
5
Revert "Pass Handle by value and move"
#1980
sweemer
closed
1 month ago
1
pricing a callable floater - valid combinations of swap/swaption classes, ir models, and swaption pricing engines
#1979
eduzea
opened
1 month ago
0
Deprecate RelinkableHandle constructor taking a raw pointer
#1978
sweemer
closed
1 month ago
5
Deprecate a few specific indexes no longer fixed.
#1977
lballabio
closed
1 month ago
1
remove extra semi
#1976
nistick21
closed
1 month ago
1
Pass Handle by value and move (part 1)
#1975
sweemer
closed
1 month ago
8
Manage case of explicit custom end date in `FuturesRateHelper`
#1974
lballabio
closed
1 month ago
1
Improving ql.ConstNotionalCrossCurrencyBasisSwapRateHelper and ql.MtMCrossCurrencyBasisSwapRateHelper
#1973
QuantAnalyst89
opened
1 month ago
1
Laplace interpolation: expose max iterations multiplier, add unit test case
#1972
pcaspers
closed
1 month ago
1
Automated fixes by clang-tidy
#1971
github-actions[bot]
closed
1 month ago
1
LatestRelevantDate for OISRateHelper and SwapRateHelper should likely depend on the presence/absence of an exogenous discount curve.
#1970
sdacek
opened
1 month ago
1
Add a missing include which is required in some builds
#1969
tomwhoiscontrary
closed
1 month ago
1
Build fails with QL_COMPILE_WARNING_AS_ERROR=ON due an uniniti
#1968
tomwhoiscontrary
opened
1 month ago
3
Build fails with GCC 13.2.0 because std::reverse is used without #include <algorithm>
#1967
tomwhoiscontrary
closed
1 month ago
1
Backward Genertion for SwapRateHelper in pyhton
#1966
elopezarb
closed
1 week ago
1
Precompute annuities
#1965
eleanorTurintech
closed
1 month ago
4
configure: error: Boost development files not found
#1964
zehua-jerry-yu
closed
1 month ago
4
Automated fixes by clang-tidy
#1963
github-actions[bot]
closed
1 month ago
1
New QuantLib benchmark for machine comparison
#1962
amd-jadutoit
closed
1 month ago
13
Replacement code of old ql.FixedRateBond
#1961
qiubill
closed
2 months ago
1
Performance regression going from 1.31 to 1.34
#1960
tomwhoiscontrary
closed
3 weeks ago
12
Remove features deprecated in version 1.30
#1959
lballabio
closed
2 months ago
1
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