lballabio quantlib-old issues

lballabio / quantlib-old

The QuantLib C++ library and extensions (warning: out of date)

http://quantlib.org

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issues

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Fix-vannavolga-DBKI

#381 gpazmandi closed 7 years ago
3
Test suite error - Sabr Model

#380 bozothegrey closed 7 years ago
1
Strange impact of day counter on option valuation

#379 akasolace closed 8 years ago
1
Cvairs

#378 japari closed 8 years ago
2
Fix compilation error in QuantLib-Python on OSX 10.11.1 Yosemite.

#377 kuperov closed 8 years ago
1
How to use _MT option for linking?

#376 smallnamespace closed 6 years ago
3
updated chinese calendar for the year 2016

#375 wegamekinglc closed 8 years ago
1
V1.7.x - Adding respective branch for latest official release [Ignore]

#374 rimrockcapitalold closed 8 years ago
1
Remove hardcoded dependence from the FRA sample.

#373 MattPD closed 8 years ago
2
LogMixedLinearCubic interpolation added

#372 sfondi closed 8 years ago
4
A tiny version bumping tool is made (dev_tools/version_update.py)

#371 jhyoocoder closed 6 years ago
0
Added FixedRateBondForward and BondFunctions::zSpread to SWIG wrapper

#370 gouthambs closed 8 years ago
1
HybridSimulatedAnnealing

#369 Andres-Hernandez closed 8 years ago
1
MOEX calendar bug fixes + tests + 2016 support

#368 nesteruk closed 8 years ago
2
add Laplace interpolation

#367 pcaspers closed 8 years ago
1
FixedRateBondForward class needs to be exposed in SWIG

#366 gouthambs closed 8 years ago
0
Need BondFunctions::zSpread(..) exposed in SWIG

#365 gouthambs closed 8 years ago
2
Expose FD Barrier Engine (no rename)

#364 jrvarma closed 8 years ago
1
Improved Saudi Arabia calendar (no rename)

#363 jrvarma closed 8 years ago
4
Improve implementation of Saudi Arabia calendar

#362 jrvarma closed 8 years ago
5
Expose FD Barrier Engine to Python/SWIG

#361 jrvarma closed 8 years ago
1
Update and rename QuantLib/ql/time/calendars/saudiarabia.cpp to Quant…

#360 jrvarma closed 8 years ago
7
fix error initialization, remove whitespaces

#359 pcaspers closed 8 years ago
1
add boost-style element access and size

#358 pcaspers closed 8 years ago
1
remove carriage returns

#357 pcaspers closed 8 years ago
1
set time for finite difference operator to avoid uninitialised values

#356 klausspanderen closed 8 years ago
0
ar 2.25.1 throws warning

#355 pcaspers closed 8 years ago
6
Quantlib Swig OSx 10.11.1 (15B42)

#354 sercanatalik closed 8 years ago
3
Possible bug in `PerturbativeBarrierOptionEngine`

#353 lballabio closed 8 years ago
5
remove temporary files

#352 pcaspers closed 8 years ago
0
Testing LocalVolSurface and exposing to SWIG

#351 gouthambs closed 6 years ago
2
Auto-generated headers files such as ql/quantlib.hpp in Git

#350 jwg4 closed 8 years ago
2
How can I check the version number of an installed QuantLib?

#349 jwg4 closed 8 years ago
3
Error compiling Quantlib-SWIG on Linux for Python using Boost 1.55

#348 pazzo83 closed 6 years ago
2
moved boost::signals2 code into observable.cpp file using the pImpl idiom

#347 klausspanderen closed 9 years ago
0
remove Kahan accumulator

#346 pcaspers closed 9 years ago
0
Exposed fixed parameter constraint for calibration in short rate mode…

#345 gouthambs closed 9 years ago
0
Exposes additional methods for VanillaSwap in SWIG. Fixes #335

#344 gouthambs closed 9 years ago
0
update miminum boost version to 1.47

#343 jbcoe closed 9 years ago
11
update minimum boost version to 1.47 as sum_kahan accumulator is needed

#342 jbcoe closed 9 years ago
2
LGM / CCY-LGM model (Lichters, Stamm, Gallagher: Modern Derivatives Pricing and Credit Exposure Analysis, 2015)

#341 pcaspers closed 8 years ago
1
Add Travis CI continuous integration

#340 jbcoe closed 9 years ago
6
Add CMakeLists.txt

#339 jbcoe closed 6 years ago
2
Contribute to the CVA part for exotics

#338 ghost closed 9 years ago
1
Remove abundant codes

#337 wegamekinglc closed 9 years ago
0
ShortRateModel does not expose fixed parameter constraints in SWIG wrapper

#336 gouthambs closed 9 years ago
0
Expose additional methods for VanillaSwap in SWIG

#335 gouthambs closed 9 years ago
3
fix a few compiler warnings

#334 pcaspers closed 9 years ago
1
Fetch inflation fixing from first day of the relevant month

#333 lballabio closed 9 years ago
5
Thread-Safe Observer Pattern

#332 klausspanderen closed 9 years ago
1