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22 Open 81 Closed
22 Open 81 Closed
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Issues list

DOC: add VolValue to instruments user guide derivatives documentation Improvements or additions to documentation
#509 opened Nov 26, 2024 by attack68
BUG: standard model CDS MF except last period for accrued premium bug Something isn't working derivatives
#496 opened Nov 20, 2024 by attack68
DEP: change pandas to polars for package size on hold performance
#477 opened Nov 11, 2024 by attack68
PERF: copying a curve should maybe copy its cache? curves low priority on hold performance
#438 opened Oct 11, 2024 by attack68
1
ENH: pnl explain from two Open and Close Solvers enhancement New feature or request solver
#430 opened Oct 6, 2024 by attack68
BUG?: IndexFixedLeg and ZeroIndexLeg treat initialising index_base differently bug Something isn't working derivatives
#412 opened Sep 24, 2024 by attack68
DOC: improving advice re: ZCIS and IndexCurves, especially index_base curves derivatives documentation Improvements or additions to documentation
#355 opened Aug 27, 2024 by attack68
IndexFixedRateBond computes Price and YTM as non-inflated bug Something isn't working securities
#349 opened Aug 27, 2024 by ArnaudToma
1
5
ERRATA: "Coding Interest Rates: FX Swaps and Bonds" book documentation Improvements or additions to documentation
#322 opened Aug 14, 2024 by attack68
ENH: extend Bill duration to be more natural as opposed to YTM equiv duration enhancement New feature or request securities
#277 opened Jul 15, 2024 by attack68
BUG?: handling global vol surface calibrations bug Something isn't working curves solver
#274 opened Jul 13, 2024 by attack68
ENH: Adding Calendars via PR documentation Improvements or additions to documentation enhancement New feature or request scheduling
#216 opened Jun 10, 2024 by attack68
1
HELP: compile wheels for Many Linux using maturin? help wanted Extra attention is needed
#198 opened Jun 3, 2024 by attack68
DOC: Requesting a Cookbook Example of fitting a bond curve documentation Improvements or additions to documentation user question
#155 opened May 3, 2024 by Stochastic-Adventure
1
BUG: Curve.shift may unnecessarily drop Dual configurations and return only ad=0 Curve curves on hold
#153 opened Apr 28, 2024 by attack68
FloatRateNote is failing to calculate cashflows curves derivatives enhancement New feature or request
#149 opened Apr 23, 2024 by lcohan
8
BUG: curve failure out of bounds? curves
#134 opened Mar 22, 2024 by attack68
BUG: copying Curve should handle id bug Something isn't working curves on hold
#48 opened Sep 6, 2023 by attack68
1
ENH: adding Loan instruments low priority securities
#22 opened Aug 13, 2023 by attack68
ENH: adding Repo instruments low priority securities
#21 opened Aug 13, 2023 by attack68
ENH: Flooring FRN coupon periods at zero under negative rates. enhancement New feature or request on hold securities
#5 opened May 8, 2023 by attack68
1
ENH: proxy_curves JSON enhancement New feature or request fx low priority on hold
#2 opened Apr 25, 2023 by attack68
1
ProTip! Exclude everything labeled bug with -label:bug.