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43 Open 576 Closed
43 Open 576 Closed
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Issues list

Applying spreads to forward rates help wanted
#2122 opened Dec 14, 2024 by mynameiswho
1
Credit Default Swap - Last period day counter is not used when there is only one period stale
#2105 opened Oct 25, 2024 by capitolis-stephen
3
Errors / FuturesRateHelper Convexity Adjustment Yield Curve bootstrapping issue
#2068 opened Sep 11, 2024 by is-source
2
MCDigitalOption pricer not working stale
#2044 opened Jul 29, 2024 by lakshya-aga
8
Pricing options with holidays stale
#2035 opened Jul 25, 2024 by bgladwyn-pm
4
FloatingRateCoupon fixingDate() Following help wanted
#2015 opened Jul 9, 2024 by klin333
1
Support calculation for Partial time barrier PUT options and expose to Python-SWIG help wanted
#1986 opened Jun 3, 2024 by flogger007
Improving ql.ConstNotionalCrossCurrencyBasisSwapRateHelper and ql.MtMCrossCurrencyBasisSwapRateHelper help wanted
#1973 opened May 20, 2024 by QuantAnalyst89
1
backward start swap helper needed help wanted
#1941 opened Apr 6, 2024 by lennieye
4
Modify G2 processes so they take into account the interest-rate term structure in progress
#1904 opened Feb 6, 2024 by lballabio
2
Pass coupon pricer to the SwapRateHelper constructor for timing/convexity adjustments help wanted
#1817 opened Oct 24, 2023 by azarxa
9
Swap floating leg basis-point sensitivity includes coupons based on cashflow date - should it be fixing date? in progress
#1779 opened Aug 31, 2023 by tomwhoiscontrary
16
Pricing Bonds with face values other than $100 help wanted
#1768 opened Aug 15, 2023 by bkhoor
3
OISRateHelper uses index fixing calendar for date generation, should use paymentCalendar help wanted
#1703 opened Jun 15, 2023 by trentmaetzold
5
Settlement days for SONIA in MakeOIS help wanted
#1695 opened Jun 6, 2023 by tomwhoiscontrary
3
OISRateHelper should take a QuoteHandle for overnightSpread parameter help wanted
#1681 opened May 24, 2023 by trentmaetzold
2
"Fast Valuation of Seasoned OIS Swaps" help wanted
#1653 opened May 3, 2023 by tomwhoiscontrary
2
CMake build does not generate QL_PACKAGE_NAME help wanted
#1505 opened Oct 31, 2022 by tom91136
5
The market convention in Canada is to quote a money market equivalent yield on bonds that are in their last coupon period help wanted
#1430 opened Jul 13, 2022 by qiubill
9
MakeVanillaSwap / MakeOIS withSettlementDays clears an explicit effective date help wanted
#1394 opened May 23, 2022 by tomwhoiscontrary
3
Using IMM-rolls swaps to build curves help wanted
#1393 opened May 19, 2022 by tomwhoiscontrary
1
5
MakeVanillaSwap may infer the wrong fixed leg tenor for swaps with explicit termination dates help wanted
#1367 opened May 6, 2022 by tomwhoiscontrary
Matching Bloomberg's CDSO using quantlib CdsOption help wanted
#1341 opened Apr 3, 2022 by laj007
6
Option pricing BARONE-ADESI/WHALEY and negative rate help wanted
#1291 opened Jan 19, 2022 by humbletrader123
3
BondYield: Large difference from expected yield for low-priced bonds near maturity
#1168 opened Aug 25, 2021 by amir656
4
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