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Pull requests: lballabio/QuantLib

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22 Open 1,935 Closed
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Pull requests list

ConstNotionalCrossCurrencySwapRateHelper
#2723 opened Aug 11, 2026 by kp9991-git Contributor Loading…
1
Fix wedge acceptance test in ZigguratGaussianRng
#2722 opened Aug 11, 2026 by jlmoya Loading…
9
Automated fixes by clang-tidy
#2721 opened Aug 10, 2026 by lballabio-bot Contributor Loading…
Fix concurrent LazyObject calculations
#2716 opened Aug 6, 2026 by masaqif Loading…
1
3
Add DerivedYieldTermStructure helper classes
#2715 opened Aug 6, 2026 by eltoder Contributor Loading…
11
Rfr caplet vol bootstrapping
#2705 opened Aug 3, 2026 by kp9991-git Contributor Loading…
6
OvernightOvernightBasisSwapRateHelper
#2700 opened Jul 31, 2026 by kp9991-git Contributor Loading…
1
Add date-generation rule to SwapRateHelper
#2699 opened Jul 29, 2026 by snigdhachoppac Loading…
1
3
OvernightIborBasisSwapRateHelper
#2696 opened Jul 28, 2026 by kp9991-git Contributor Loading…
5
Fix OvernightIndexedCoupon ex-coupon accrued amount
#2695 opened Jul 28, 2026 by PureSaber Contributor Loading…
2 tasks
4
Reuse iteration workspaces in BiCGstab solver
#2694 opened Jul 28, 2026 by PureSaber Contributor Loading…
1 task
2
Reuse buffers in FdmDividendHandler dividend application
#2693 opened Jul 28, 2026 by PureSaber Contributor Loading…
1 task
1
Reuse step buffer in SobolBrownianBridge random sequence generators
#2691 opened Jul 28, 2026 by PureSaber Contributor Loading…
1 task
1
Add Thailand financial-institution holidays for 2026
#2686 opened Jul 27, 2026 by PureSaber Contributor Loading…
2 tasks
2
Add South Korea Constitution Day (from 2026) and June 2026 election holiday
#2685 opened Jul 27, 2026 by PureSaber Contributor Loading…
2 tasks
4
gh-2172 fix compounding
#2667 opened Jul 18, 2026 by pcaspers Contributor • Draft
1
1
Make Coupon::accruedDays consistent with accruedPeriod in the ex window
#2652 opened Jul 9, 2026 by jmboyd1 Loading…
3
Fix BondForward::spotIncome ex-coupon entitlement at both boundaries
#2651 opened Jul 9, 2026 by jmboyd1 Loading…
5
Optimize OpenMP pragma in TreeLattice::stepback
#2643 opened Jun 28, 2026 by Gosling-dude Loading…
1
3
Add AGENTS.md
#2498 opened Mar 23, 2026 by ralfkonrad Contributor Loading…
4
Fix SimpleThenCompounded NPV for long first coupon period
#2473 opened Mar 8, 2026 by zippyg Contributor Loading…
1
6
Non-deliverable cross currency swap
#2413 opened Dec 31, 2025 by marcin-rybacki Contributor Loading…
1
12
ProTip! Exclude everything labeled bug with -label:bug.