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lballabio
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QuantLib-SWIG
QuantLib wrappers to other languages
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Add forDates() to SwapRateHelper and OISRateHelper
#683
eltoder
closed
5 days ago
5
Don't export class deprecated and removed in C++ library
#682
lballabio
closed
1 week ago
0
%kwargs with overloaded function _yoyInflationLeg
#681
eltoder
opened
1 week ago
1
[Python] discountBond and discountBondOption methods in G2
#680
corradopetrelli
opened
1 week ago
3
Avoid classes deprecated in version 1.32 and removed in 1.37
#679
lballabio
closed
2 weeks ago
0
Expose swap() on DatedOISRateHelper
#678
eltoder
closed
2 weeks ago
3
Update copyright list in license
#677
github-actions[bot]
closed
3 weeks ago
0
Allow passing interpolation parameter to YoY inflation coupons
#676
lballabio
closed
1 month ago
0
Allow passing optimizer and end criteria to `GlobalBootstrap`
#675
lballabio
closed
1 month ago
0
Add several small new C++ methods and classes
#674
lballabio
closed
1 month ago
0
Allow passing volatility type to SABR interpolation
#672
lballabio
closed
1 month ago
0
Bump peter-evans/create-pull-request from 6 to 7
#671
dependabot[bot]
closed
1 month ago
0
DeprecationWarning in Python 3.10 with QuantLib 1.34 and 1.35
#670
vezeli
closed
6 days ago
5
Porting #2063 PR QuantLib C++ - Warsaw Stock Exchange Calendar (Poland)
#669
marcinfair
closed
2 months ago
3
__eq__ Method Fails for QuantLib.Date with None Comparison
#673
sergioUjo
opened
2 months ago
5
Add new features to indices
#668
ralfkonrad
closed
3 months ago
1
Use modern tooling to build and test Python wheels
#667
lballabio
closed
3 months ago
0
Export spreaded swaption volatility
#666
lballabio
closed
3 months ago
0
Avoid keeping deleted classes around in generated sources
#665
lballabio
closed
3 months ago
0
Use std::function and std::tuple instead of the ones in the ext namespace
#664
lballabio
closed
3 months ago
0
Fix Array operations
#663
eltoder
closed
3 months ago
3
Fix uses of boost and/or ext namespace
#662
github-actions[bot]
closed
3 months ago
0
Inconsistency between C++ and SWIG for array multiplication
#661
eltoder
closed
3 months ago
1
Avoid features deprecated in version 1.31 and removed in 1.36
#660
lballabio
closed
3 months ago
0
Allow use of forward price for swaptions implied volatility
#659
lballabio
closed
3 months ago
0
Use setup.cfg to specify limited API
#658
lballabio
closed
3 months ago
0
Export additional parameters in OIS rate helper constructor
#657
lballabio
closed
4 months ago
0
Expose SimpleQuote::reset
#656
eltoder
closed
4 months ago
0
Export lookback and lockout days for OIS
#655
lballabio
closed
4 months ago
0
Export a few new methods and typedefs
#654
lballabio
closed
4 months ago
0
Add a few missing CashFlows methods
#653
lballabio
closed
4 months ago
0
Update copyright list in license
#652
github-actions[bot]
closed
4 months ago
0
Added `ZigguratGaussianRng`
#651
ralfkonrad
closed
4 months ago
5
Add missing parameter to Black and Bachelier swaption engines
#650
lballabio
closed
5 months ago
0
error building Quantlib SWIG 1.34
#649
masoudms
closed
5 months ago
5
Cashflows::accruedAmount not exposed in python
#648
heiieh
closed
4 months ago
2
Python QuantLib==1.3.4 issues DeprecationWarning on import
#647
cdcadman
opened
5 months ago
6
Remove features no longer available in underlying C++ library
#646
lballabio
closed
6 months ago
0
Optimization in Python
#645
antoscha
opened
6 months ago
1
Don't export internal `EndCriteria` method
#644
lballabio
closed
6 months ago
0
Exposed parabolic (Hermite) cubic spline interpolation schemes
#643
marcin-rybacki
closed
6 months ago
0
Allow passing a vector of `InterestRate` objects to `FixedRateLeg`
#642
lballabio
closed
6 months ago
0
Spreaded zero interpolated curve interpolation methods
#641
marcin-rybacki
closed
6 months ago
0
add Tona to indexes.i
#640
nistick21
closed
6 months ago
0
add Tona to swig interface
#639
nistick21
closed
6 months ago
0
Allow swaptions to use OIS as underlying
#638
lballabio
closed
7 months ago
0
Export `FixedVsFloatingSwap`
#637
lballabio
closed
7 months ago
0
Export more overloads for bond functions
#636
lballabio
closed
7 months ago
0
Pass explicit base date to inflation curves instead of observation lag
#635
lballabio
closed
7 months ago
0
Export `makeQuoteHandle` convenience function
#634
lballabio
closed
7 months ago
0
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