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Pull requests: lballabio/QuantLib

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Pull requests list

avoid storing references in gsr and markov functional state processes
#2418 opened Jan 4, 2026 by pcaspers Loading…
1
Support custom pillar date in interest-rate futures helpers
#2415 opened Jan 2, 2026 by Krishn1412 Loading…
4
Add FX Forward instrument, engine, and tests
#2414 opened Jan 1, 2026 by chiragpdesai77 Loading…
2
Non-deliverable cross currency swap
#2413 opened Dec 31, 2025 by marcin-rybacki Loading…
1
feat: Implement fairSpread() for FloatFloatSwap
#2411 opened Dec 29, 2025 by shubhamessier Loading…
2
Fx options utils - BlackVolatilitySurfaceDelta class
#2368 opened Nov 6, 2025 by paolodelia99 Loading…
10
Inherit ForwardRateStructure from ZeroYieldStructure
#2261 opened Jul 9, 2025 by eltoder Loading…
7
Const Notional Cross Currency Swaps in progress
#2248 opened Jun 20, 2025 by paolodelia99 Loading…
25
Added Interest-rate term structure in g2process constructor help wanted
#1937 opened Mar 29, 2024 by Hrushi20 Loading…
6
ProTip! Updated in the last three days: updated:>2026-01-02.