-
Notifications
You must be signed in to change notification settings - Fork 2.2k
Pull requests: lballabio/QuantLib
Author
Label
Projects
Milestones
Reviews
Assignee
Sort
Pull requests list
Fix yield term structure time error message
#2593
opened May 19, 2026 by
jewonj0620
Contributor
Loading…
Update HullWhite r0 when termstructure relinks
#2592
opened May 19, 2026 by
jewonj0620
Contributor
Loading…
Fix IrrFinder::derivative() returning modified duration instead of dP/dy
#2589
opened May 18, 2026 by
Croudxd
Contributor
Loading…
Add Doxygen documentation for LS regression and parametric exercise
#2576
opened May 12, 2026 by
Aida118
Loading…
Add Cubic__* interpolations and LinearThenFlat interpolation
#2566
opened May 9, 2026 by
ArsenP0doba
Contributor
Loading…
Add GenericRateHelper extending RelativeDateRateHelper
#2565
opened May 9, 2026 by
ArsenP0doba
Contributor
Loading…
Add VNBinomialVanillaEngine: LR tree with discrete-dividend interpola…
#2532
opened Apr 9, 2026 by
alienbrett
Contributor
Loading…
Add the double boundary case for QDFP and QD+ American Engine and analytical greeks for both
#2529
opened Apr 4, 2026 by
ozencgungor
Loading…
Added asymmetric payment frequency support for cross-currency basis swap rate helpers
#2528
opened Apr 1, 2026 by
justinli500
Loading…
Add QL_REQUIRE guard for negative forward price in BAW engine
#2492
opened Mar 19, 2026 by
cptfinch
Loading…
Fix SimpleThenCompounded NPV for long first coupon period
#2473
opened Mar 8, 2026 by
zippyg
Contributor
Loading…
Non-deliverable cross currency swap
#2413
opened Dec 31, 2025 by
marcin-rybacki
Contributor
Loading…
ProTip!
Type g i on any issue or pull request to go back to the issue listing page.