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Issues list

Credit Default Swap - Last period day counter is not used when there is only one period
#2105 opened Oct 25, 2024 by capitolis-stephen
2
New Zealand Calendar - minor issues
#2100 opened Oct 17, 2024 by lukedavis8767
3
Calendar::advance() by business days when starting on a holiday
#2093 opened Oct 14, 2024 by eltoder
8
cmake policy CMP0167
#2088 opened Oct 8, 2024 by jongbongan
7
Using instance evaluationDate when creating holidays in a calendar
#2083 opened Oct 3, 2024 by piterdias
3
Errors / FuturesRateHelper Convexity Adjustment Yield Curve bootstrapping issue
#2068 opened Sep 11, 2024 by is-source
2
OISRateHelper use in curve bootstrapping throwing exception TODAY, likely something to do with Labor Day holiday
#2065 opened Aug 28, 2024 by jbschaer
4
Duplicate arguments in LevenbergMarquardt optimization method
#2047 opened Jul 31, 2024 by eltoder
3
MCDigitalOption pricer not working
#2044 opened Jul 29, 2024 by lakshya-aga
7
Pricing options with holidays
#2035 opened Jul 25, 2024 by bgladwyn-pm
3
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
RuntimeError: Boost assertion failed: px != 0 using Merton Jump Diffusion model
#1467 opened Aug 26, 2022 by philippb90
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
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