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Issues list

Example Python code for calibrating the 3-factor seasonal model will be added to this repo later.
#56 opened Mar 9, 2024 by mattslezak-shell
Use SVD for Regression in LSMC modelling Issues around the calculations
#53 opened Feb 25, 2024 by cmdty
Standard Error Bug bug Something isn't working modelling Issues around the calculations
#52 opened Feb 19, 2024 by cmdty
Calculate and Return Standard Error of Delta modelling Issues around the calculations
#50 opened Feb 16, 2024 by cmdty
Move Delta Calculation out of Core Valuation Code modelling Issues around the calculations
#48 opened Jan 30, 2024 by cmdty
1
Set up Sample Notebooks with Binder
#46 opened Dec 18, 2023 by cmdty
Fix C# Coverage build
#44 opened Dec 17, 2023 by cmdty
Fix Warnings on Creating Python Package build python api Issues which are specific to the Python package
#43 opened Dec 17, 2023 by cmdty
More Vectorisations with MKL modelling Issues around the calculations
#42 opened Dec 17, 2023 by cmdty
Create .NET Console App enhancement New feature or request
#40 opened Nov 2, 2023 by cmdty
Separate Nomination Dates From Delivery Dates modelling Issues around the calculations
#39 opened Oct 31, 2023 by cmdty
Volatility and Correlation of Traded Forward Contracts modelling Issues around the calculations
#37 opened Sep 24, 2023 by cmdty
Discount Factors Rather Than Interest Rates Provided by Caller modelling Issues around the calculations python api Issues which are specific to the Python package
#36 opened Sep 24, 2023 by cmdty
Tidy Up Python Build/CI/Test Dependencies and Fix Versions build dependencies Pull requests that update a dependency file python api Issues which are specific to the Python package
#35 opened Sep 24, 2023 by cmdty
@cmdty
Document Multi-Factor Helper Classes documentation Improvements or additions to documentation python api Issues which are specific to the Python package
#33 opened Aug 7, 2023 by cmdty
Fix for libiomp5md.dll Crash Issue build dependencies Pull requests that update a dependency file python api Issues which are specific to the Python package
#29 opened Jan 22, 2023 by cmdty
1
Create Separate Platform Specific Python Packages With Correct Native Binaries build dependencies Pull requests that update a dependency file python api Issues which are specific to the Python package
#28 opened Jan 12, 2023 by cmdty
Ability to Specify Different Number of Simulation Paths for Regression and Valuation modelling Issues around the calculations python api Issues which are specific to the Python package
#22 opened Dec 29, 2022 by cmdty
Complete and Document Excel API for Monte Carlo Valuation enhancement New feature or request
#11 opened Dec 22, 2021 by cmdty
@cmdty
Implement Rolling Intrinsic Valuation modelling Issues around the calculations
#5 opened Jan 21, 2020 by cmdty
@cmdty
Use Conda Package Manager build python api Issues which are specific to the Python package
#3 opened Jan 21, 2020 by cmdty
Improve Build Process on Non-Windows Platforms build
#2 opened Jan 20, 2020 by cmdty
ProTip! What’s not been updated in a month: updated:<2024-04-21.