issues
search
lballabio
/
QuantLib
The QuantLib C++ library
http://quantlib.org
Other
5.43k
stars
1.8k
forks
source link
issues
Newest
Newest
Most commented
Recently updated
Oldest
Least commented
Least recently updated
Fix lower/upper bounds for global bootstrap
#2120
eltoder
opened
1 hour ago
3
Automated fixes by clang-tidy
#2119
github-actions[bot]
closed
2 days ago
1
Allow use of risk-free rates in asset swaps
#2118
lballabio
closed
6 days ago
1
Add SimpleCostFunction
#2117
eltoder
closed
1 week ago
1
Fix datatypes for consistent Real usage, keeping AD compatibility
#2116
auto-differentiation-dev
closed
1 week ago
1
Automated fixes by clang-tidy
#2115
github-actions[bot]
closed
1 week ago
1
Make fewer copies of arrays
#2114
eltoder
closed
1 week ago
1
Don't require helpers when passing fixed parameters to fitted bond curve
#2113
lballabio
closed
2 weeks ago
1
Update copyright list in license
#2112
github-actions[bot]
closed
2 weeks ago
0
if using MSVC, then add /MP flag to speed up builds
#2111
imrichardcole
opened
2 weeks ago
8
added pricing engines for spread- and basket options
#2110
klausspanderen
closed
2 weeks ago
1
Unable to load DLL 'NQuantLibc' exception when using QuantLib Nuget package
#2109
lukedavis8767
closed
3 weeks ago
7
SABR swaption vol cube: use correct guess for given option and swap tenors
#2108
lballabio
closed
3 weeks ago
1
Add date generation rule to OISRateHelper constructor
#2107
sophistis42
closed
3 weeks ago
5
Add SwapRateHelper constructor with fixed dates
#2106
eltoder
closed
1 month ago
1
Credit Default Swap - Last period day counter is not used when there is only one period
#2105
capitolis-stephen
opened
1 month ago
2
Remove a class deprecated in version 1.26
#2104
lballabio
closed
1 month ago
1
Merge DatedOISRateHelper with OISRateHelper
#2103
eltoder
closed
1 month ago
8
Update cmake policy
#2102
jongbongan
opened
1 month ago
2
Automated fixes by clang-tidy
#2101
github-actions[bot]
closed
1 month ago
1
New Zealand Calendar - minor issues
#2100
lukedavis8767
opened
1 month ago
3
Deprecate `indexIsInterpolated` parameter in YoY inflation curves
#2099
lballabio
closed
1 month ago
1
Fix initialization of sub-periods coupon, rename to multiple-resets coupon
#2098
lballabio
closed
1 month ago
1
Expose swap() on DatedOISRateHelper
#2097
eltoder
closed
1 month ago
1
Deprecate most of the `IndexManager` public interface.
#2096
lballabio
closed
1 month ago
1
CPIBond final cashflow only contains inflation of notional not notional itself
#2095
davidt922
closed
1 month ago
3
Inherit CommodityIndex from Index
#2094
lballabio
closed
1 month ago
1
Calendar::advance() by business days when starting on a holiday
#2093
eltoder
opened
1 month ago
8
Update copyright list in license
#2092
github-actions[bot]
closed
1 month ago
0
Deprecate some unused parts of the old FD framework
#2091
lballabio
closed
1 month ago
1
Remove classes deprecated in version 1.32
#2090
lballabio
closed
1 month ago
1
Add south korea ois index
#2089
jongbongan
closed
1 month ago
1
cmake policy CMP0167
#2088
jongbongan
opened
1 month ago
7
Add the KOFR index
#2087
jongbongan
closed
1 month ago
8
added a recent temporary holiday
#2086
jongbongan
closed
1 month ago
6
Speed up adding fixings
#2085
pcaspers
closed
1 month ago
17
Automated fixes by clang-tidy
#2084
github-actions[bot]
closed
1 month ago
1
Using instance evaluationDate when creating holidays in a calendar
#2083
piterdias
opened
1 month ago
3
Simplify `Null<T>` implementation
#2082
lballabio
closed
1 month ago
8
Automated fixes by clang-tidy
#2081
github-actions[bot]
closed
1 month ago
1
Improve global bootstrap optimizer configuration
#2080
eltoder
closed
1 month ago
4
Deprecation error using `clang v18` and `Boost v1.86`
#2079
ralfkonrad
closed
1 month ago
6
Change the order of `QL_DEPRECATED_...` macro definition
#2078
ralfkonrad
closed
2 months ago
1
Replace now obsolete `LENGTH` macro with `std::size` function
#2077
lballabio
closed
2 months ago
1
Add method to YoY inflation index returning the last fixing date
#2076
lballabio
closed
2 months ago
1
Allow creating a swap helper with frequency "Once"
#2075
lballabio
closed
2 months ago
1
SubPeriodCoupon can use the wrong fixing dates
#2074
lballabio
closed
2 weeks ago
1
Manage interpolation of year-on-year inflation index inside coupons
#2073
lballabio
closed
2 months ago
1
Normal volatility coupon pricer for floating rate bonds with caps and floors
#2072
eschiffmiller
closed
1 month ago
5
Don't require bond helpers when a `FittedBondDiscountCurve` instance won't use them
#2071
lballabio
closed
2 weeks ago
0
Next