issues
search
lballabio
/
QuantLib-SWIG
QuantLib wrappers to other languages
Other
342
stars
285
forks
source link
issues
Newest
Newest
Most commented
Recently updated
Oldest
Least commented
Least recently updated
added a tona
#581
jongbongan
closed
11 months ago
5
export the tona index
#580
jongbongan
closed
1 year 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
Expose more parameters for DatedOISRateHelper
#568
eltoder
closed
1 year ago
3
Expose remaining currencies and crypto
#567
gbfredrik
closed
1 year ago
1
Expose LogMixedLinearCubic interpolator
#566
eltoder
closed
1 year ago
0
Some cleanup for -builtin mode
#565
eltoder
closed
1 year ago
2
Expose ArithmeticAverageOIS
#564
eltoder
closed
1 year ago
0
Expose more introspection methods for Swaps
#563
eltoder
closed
1 year ago
0
Avoid duplicate instances of InterpolatedPiecewiseZeroSpreadedTermStructure
#562
eltoder
closed
1 year ago
3
Duplicate template instantiation
#561
eltoder
closed
1 year ago
7
Add Corra, Swestr, Destr indices
#560
gbfredrik
closed
1 year ago
0
Avoid circular dependency in Python test
#559
lballabio
closed
1 year ago
0
Add constructor and test for `JointCalendar`
#558
gbfredrik
closed
1 year ago
0
RangeAccrualFloaterCoupon not visible Quantlib Swig
#557
EazyDS
opened
1 year ago
1
Remove features no longer available in the underlying C++ library
#556
lballabio
closed
1 year ago
0
Convenience methods to use java.time API
#555
ralfkonrad
closed
1 year ago
0
Build of `1.30-rc` for `java`: warning about multiple inheritance is not supported
#554
ralfkonrad
closed
1 year ago
16
Add support for `ext::optional`
#553
lballabio
closed
1 year ago
0
Fix uses of boost namespace
#552
github-actions[bot]
closed
1 year ago
0
Export `EquityCashFlow` and corresponding pricer
#551
lballabio
closed
1 year ago
0
Export new CPICoupon constructors
#550
lballabio
closed
1 year ago
0
Bump peter-evans/create-pull-request from 4 to 5
#549
dependabot[bot]
closed
1 year ago
0
Rename SwaptionVolCube1 and SwaptionVolCube2
#548
lballabio
closed
1 year ago
0
added setInterpolation and tests for FixedLocalVolSurface
#547
klausspanderen
closed
1 year ago
1
A few miscellaneous additions
#546
lballabio
closed
1 year ago
0
Allow passing dividends to pricing engines
#545
lballabio
closed
1 year ago
0
added FixedLocalVolSurface and GridModelLocalVolSurface
#544
klausspanderen
closed
1 year ago
1
Export FixedLocalVolSurface and GridModelLocalVolSurface
#543
lballabio
closed
1 year ago
0
Update copyright list in license
#542
github-actions[bot]
closed
1 year ago
0
Update copyright list in license
#541
github-actions[bot]
closed
1 year ago
0
Bump actions/stale from 7 to 8
#540
dependabot[bot]
closed
1 year ago
0
fixedLocalVolSurface and gridmodellocalvolsurface not exported
#539
majkamichal
closed
1 year ago
2
QuantLib Bermudan swaption price lower than corresponding european swaption price (WHY?) (Black engine, flat forward curve)
#538
theodormc
closed
1 year ago
1
Update copyright list in license
#537
github-actions[bot]
closed
1 year ago
0
Equity index & equity total return swap
#536
marcin-rybacki
closed
1 year ago
0
Equity index
#535
marcin-rybacki
closed
1 year ago
2
Add a few Python examples
#534
NijazK
closed
1 year ago
2
RateHelpers like SwapRateHelper (and others) do not export methods like setTermStructure
#533
Jens-Dittrich
closed
1 year ago
5
Update Mac installation page
#532
koenkam
closed
1 year ago
4
Previous
Next