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lballabio
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QuantLib-SWIG
QuantLib wrappers to other languages
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Avoid keeping deleted classes around in generated sources
#665
lballabio
closed
12 hours ago
0
Use std::function and std::tuple instead of the ones in the ext namespace
#664
lballabio
closed
17 hours ago
0
Fix Array operations
#663
eltoder
closed
17 hours ago
3
Fix uses of boost and/or ext namespace
#662
github-actions[bot]
closed
18 hours ago
0
Inconsistency between C++ and SWIG for array multiplication
#661
eltoder
closed
17 hours ago
1
Avoid features deprecated in version 1.31 and removed in 1.36
#660
lballabio
closed
3 days ago
0
Allow use of forward price for swaptions implied volatility
#659
lballabio
closed
1 week ago
0
Use setup.cfg to specify limited API
#658
lballabio
closed
2 weeks ago
0
Export additional parameters in OIS rate helper constructor
#657
lballabio
closed
4 weeks ago
0
Expose SimpleQuote::reset
#656
eltoder
closed
1 month ago
0
Export lookback and lockout days for OIS
#655
lballabio
closed
1 month ago
0
Export a few new methods and typedefs
#654
lballabio
closed
1 month ago
0
Add a few missing CashFlows methods
#653
lballabio
closed
1 month ago
0
Update copyright list in license
#652
github-actions[bot]
closed
1 month ago
0
Added `ZigguratGaussianRng`
#651
ralfkonrad
closed
1 month ago
5
Add missing parameter to Black and Bachelier swaption engines
#650
lballabio
closed
1 month ago
0
error building Quantlib SWIG 1.34
#649
masoudms
closed
1 month ago
5
Cashflows::accruedAmount not exposed in python
#648
heiieh
closed
1 month ago
2
Python QuantLib==1.3.4 issues DeprecationWarning on import
#647
cdcadman
opened
2 months ago
4
Remove features no longer available in underlying C++ library
#646
lballabio
closed
3 months ago
0
Optimization in Python
#645
antoscha
opened
3 months ago
1
Don't export internal `EndCriteria` method
#644
lballabio
closed
3 months ago
0
Exposed parabolic (Hermite) cubic spline interpolation schemes
#643
marcin-rybacki
closed
3 months ago
0
Allow passing a vector of `InterestRate` objects to `FixedRateLeg`
#642
lballabio
closed
3 months ago
0
Spreaded zero interpolated curve interpolation methods
#641
marcin-rybacki
closed
3 months ago
0
add Tona to indexes.i
#640
nistick21
closed
3 months ago
0
add Tona to swig interface
#639
nistick21
closed
3 months ago
0
Allow swaptions to use OIS as underlying
#638
lballabio
closed
3 months ago
0
Export `FixedVsFloatingSwap`
#637
lballabio
closed
3 months ago
0
Export more overloads for bond functions
#636
lballabio
closed
3 months ago
0
Pass explicit base date to inflation curves instead of observation lag
#635
lballabio
closed
3 months ago
0
Export `makeQuoteHandle` convenience function
#634
lballabio
closed
3 months ago
0
Use consistent keyword case in `MakeVanillaSwap`
#633
lballabio
closed
3 months ago
0
Quantlib - ACT ACT ISMA , Short Stub cases with EOM True leading to incorrect coupon just for 1st period
#632
crypthodl91
opened
4 months ago
4
Cannot build SWIG for python 3.9
#631
kohnech
closed
4 months ago
3
Fix refcounting in `Date.from_date`
#630
eltoder
closed
4 months ago
0
Enable Python limited API
#629
lballabio
closed
4 months ago
0
Support compilation with Py_LIMITED_API
#628
eltoder
closed
4 months ago
3
Expose Futures::Custom
#627
eltoder
closed
5 months ago
0
Expose MakeVanillaSwap.withPaymentConvention
#626
eltoder
closed
5 months ago
0
Use C++ operators instead of Python magics for comparison
#625
eltoder
closed
5 months ago
0
Expose new methods for MakeOIS
#624
eltoder
closed
5 months ago
0
Enable different definition of macro QL_JAVA_INTERFACES by testing if it is already defined
#623
ralfkonrad
closed
5 months ago
0
Add defaults for SimpleQuote
#622
eltoder
closed
5 months ago
3
Bump peter-evans/create-pull-request from 5 to 6
#621
dependabot[bot]
closed
5 months ago
0
Export `cdsMaturity` function
#620
lballabio
closed
5 months ago
0
Use typemap in PyObserver.[un]registerWith
#619
eltoder
closed
5 months ago
0
Update copyright list in license
#618
github-actions[bot]
closed
5 months ago
0
Fix build errors due to inheritance of YoYCapFloorTermPriceSurface
#617
gbfredrik
closed
5 months ago
2
Use %extend for properties of Settings
#616
eltoder
closed
5 months ago
0
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