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lballabio
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QuantLib-SWIG
QuantLib wrappers to other languages
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Export `cdsMaturity` function
#620
lballabio
closed
7 months ago
0
Use typemap in PyObserver.[un]registerWith
#619
eltoder
closed
7 months ago
0
Update copyright list in license
#618
github-actions[bot]
closed
7 months ago
0
Fix build errors due to inheritance of YoYCapFloorTermPriceSurface
#617
gbfredrik
closed
7 months ago
2
Use %extend for properties of Settings
#616
eltoder
closed
7 months ago
0
Remove duplication in Date(string, string)
#615
eltoder
closed
7 months ago
0
Replace PyInt functions with PyLong
#614
eltoder
closed
7 months ago
0
Cleanup comparisons
#613
eltoder
closed
7 months ago
3
Deprecate Date arithmetic with tuples
#612
lballabio
closed
7 months ago
1
Better reporting of deprecation warning
#611
lballabio
closed
7 months ago
0
Implement hash methods in C++
#610
eltoder
closed
7 months ago
0
QuantLib.Date arithmetic with tuples
#609
eltoder
opened
7 months ago
3
Implement `Date.to_date` and `from_date` in C++
#608
eltoder
closed
7 months ago
6
Export a few missing methods from `TimeSeries`
#607
lballabio
closed
7 months ago
0
Avoid features deprecated in 1.29 and removed in 1.34
#606
lballabio
closed
7 months ago
0
Expose SavedSettings as a context manager in Python
#605
eltoder
closed
7 months ago
0
Export Burley 2020 Sobol generator
#604
lballabio
closed
8 months ago
0
Export convex-monotone forward-rate curve
#603
lballabio
closed
8 months ago
0
Update copyright list in license
#602
github-actions[bot]
closed
8 months ago
0
Bump actions/stale from 8 to 9
#601
dependabot[bot]
closed
9 months ago
0
Allow different calendars and frequencies in OISRateHelper
#600
eltoder
closed
8 months ago
4
Target netstandard2.0
#599
igitur
closed
5 months ago
7
Change payment lag from Naturals to Ints
#598
gbfredrik
closed
10 months ago
0
Expose `reset` function in calendar base class
#597
gbfredrik
closed
10 months ago
0
SWIG changes for PR#1826, Heston Model: Support for Angled Contour Shift Integrals
#596
klausspanderen
closed
8 months ago
0
Issue with creating FloatFloat swap and adding parameters
#595
jmmedwar
closed
10 months ago
1
Update copyright list in license
#594
github-actions[bot]
closed
10 months ago
0
Avoid features deprecated in version 1.28 and removed in 1.33
#593
lballabio
closed
10 months ago
0
Add tests for ql.BondFunctions.*
#592
igitur
closed
10 months ago
0
Export Xoshiro256** RNG
#590
lballabio
closed
11 months ago
0
Export missing parameters for iterative bootstrap
#589
lballabio
closed
11 months ago
0
Export new constructor for OIS
#588
lballabio
closed
11 months ago
0
Export a few exotic options (Margrabe, compound, chooser) and related engines
#587
lballabio
closed
11 months ago
0
Export utility function to simplify notification graph
#586
lballabio
closed
11 months ago
0
added redemption and paymentLag args to amortizingbond signatures
#584
gyansinha
closed
11 months ago
1
Bump docker/login-action from 2 to 3
#583
dependabot[bot]
closed
11 months ago
0
Bump actions/checkout from 3 to 4
#582
dependabot[bot]
closed
1 year ago
0
added a tona
#581
jongbongan
closed
9 months ago
5
export the tona index
#580
jongbongan
closed
10 months ago
3
Update default typemap code in custom typemaps for `Matrix` and `Array`
#579
lballabio
closed
1 year ago
0
Memory Leak Observed with BlackVarianceSurface
#578
aradhya-variational-io
closed
1 year ago
10
Avoid using the deprecated `distutils` module; `setuptools` is now required for building
#577
lballabio
closed
1 year ago
0
Expose LastFixingQuote
#576
eltoder
closed
1 year ago
0
QuantLib.Schedule missing date(Size i) method
#575
zhtangsh
closed
1 year ago
3
Export new `LazyObject` interface
#574
lballabio
closed
1 year ago
0
Export new constructors for `ForwardRateAgreement`
#573
lballabio
closed
1 year ago
0
Expose new constructors and methods for `YoYInflationIndex`
#572
lballabio
closed
1 year ago
0
Export updated interface of CPICoupon
#571
lballabio
closed
1 year ago
0
Export new U.S. SOFR calendar
#570
lballabio
closed
1 year ago
0
Follow standard Python conventions in tests
#569
eltoder
closed
1 year ago
1
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