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52 Open 68 Closed
52 Open 68 Closed
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Issues list

Bond valuation using a yield curve
#218 opened Sep 20, 2024 by quant108
2
Updated FINGBMPROCESS_generatePaths
#203 opened Nov 18, 2023 by Akshat111111
4
Build SOFR curve - suggestions
#202 opened Nov 17, 2023 by thanhuwe8
choose to apply a Black'76 in Fx Vanilla option
#200 opened Nov 2, 2023 by CNiemans
1
barrierOpt.value issue
#199 opened Oct 30, 2023 by iourdev
2
Inconsistency in Day Count in Index Curve?
#191 opened Jul 24, 2023 by YimingZhang07
3
Potential issues for CDS pricing
#187 opened Jun 29, 2023 by YimingZhang07
4
Example of SOFR curve
#186 opened Jun 10, 2023 by suhasghorp
Some swap suggestions
#177 opened Apr 11, 2023 by vlade21
Add Equity Vol product
#117 opened Nov 4, 2021 by LaGuiche55
8
Add Equity Autocallable product
#116 opened Nov 4, 2021 by LaGuiche55
1
discount curve from fx forwards / cross currency basis swaps enhancement New feature or request Finance Quant good first issue Good for newcomers Python Task
#102 opened Aug 8, 2021 by ahabre
5
SSVI Calibration: Divide by Zero Error
#90 opened May 27, 2021 by armarion
3
V0.20 - Documentation
#83 opened Mar 7, 2021 by domokane
1
FinEquityVolSurfacePlus
#76 opened Mar 2, 2021 by mattdoub
3
delete __init__.py from root
#75 opened Feb 23, 2021 by epogrebnyak
2
Vol Cube Object
#67 opened Jan 20, 2021 by mwalkup55
1
Normal SABR calibration
#66 opened Jan 20, 2021 by mwalkup55
3
Numba specialist to Examine how to JIT Optimisers Numba Expertise Python Task
#62 opened Jan 10, 2021 by domokane
Implement numba'd conjugate gradient minimiser Algorithm specialist enhancement New feature or request good first issue Good for newcomers
#59 opened Jan 2, 2021 by domokane
4
FinDate Optimisation enhancement New feature or request good first issue Good for newcomers Numba Expertise Python Task
#55 opened Dec 29, 2020 by domokane
Implied Volatility for FX Options Finance Quant good first issue Good for newcomers
#53 opened Dec 27, 2020 by domokane
1
Few common payoffs missing for FX Finance Quant good first issue Good for newcomers
#51 opened Dec 25, 2020 by mattdoub
4
Add Extra Interpolation and Spline Methods for Funding curves
#46 opened Oct 30, 2020 by domokane
2
Curve Building OIS and IBOR
#42 opened Oct 7, 2020 by domokane
ProTip! Adding no:label will show everything without a label.