Search results

End of Month (EOM) Rule Overrides Convention Rule in QuantLib Schedule

Status: Open.

#2141 In lballabio/QuantLib;

· Pranayxx07 opened on Jan 22, 2025

A few questions regarding fixed rate convertible bonds

Status: Open.

#2139 In lballabio/QuantLib;

· bkhoor opened on Jan 17, 2025

MultipleResetsSwap instrument and rate helper

Status: Open.

#2138 In lballabio/QuantLib;

· eltoder opened on Jan 16, 2025

Building OIS curve from SOFR (or Fed Funds) Futures

Status: Open.

#2137 In lballabio/QuantLib;

· LZ1153 opened on Jan 16, 2025

Add run-test.sh script in the tools folder for automating library testing and building

Status: Open.

#2136 In lballabio/QuantLib;

· paolodelia99 opened on Jan 11, 2025

Applying spreads to forward rates

help wanted

Status: Open.

#2122 In lballabio/QuantLib;

· mynameiswho opened on Dec 14, 2024

FloatingRateCoupon fixingDate() Following

help wanted

Status: Open.

#2015 In lballabio/QuantLib;

· klin333 opened on Jul 9, 2024

Support calculation for Partial time barrier PUT options and expose to Python-SWIG

help wanted

Status: Open.

#1986 In lballabio/QuantLib;

· flogger007 opened on Jun 3, 2024

Improving ql.ConstNotionalCrossCurrencyBasisSwapRateHelper and ql.MtMCrossCurrencyBasisSwapRateHelper

help wanted

Status: Open.

#1973 In lballabio/QuantLib;

· QuantAnalyst89 opened on May 20, 2024

backward start swap helper needed

help wanted

Status: Open.

#1941 In lballabio/QuantLib;

· lennieye opened on Apr 6, 2024

Modify G2 processes so they take into account the interest-rate term structure

in progress

Status: Open.

#1904 In lballabio/QuantLib;

· lballabio opened on Feb 6, 2024

Pass coupon pricer to the SwapRateHelper constructor for timing/convexity adjustments

help wanted

Status: Open.

#1817 In lballabio/QuantLib;

· azarxa opened on Oct 24, 2023