Issues: lballabio/QuantLib
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Build fails with QL_COMPILE_WARNING_AS_ERROR=ON due an uniniti
#1968
opened May 9, 2024 by
tomwhoiscontrary
BondYield: Difference from expected yield for bonds with clean_price equal to face_value near maturity
#1958
opened Apr 23, 2024 by
alonwengierko
TypeError: in method 'EndCriteria_call_', argument 3 of type 'Size &'
#1956
opened Apr 19, 2024 by
andrzimin72
potential for out of bounds access in FittedBondDiscountCurve when provided guess is of wrong size
#1953
opened Apr 19, 2024 by
klin333
what is the replacement for the removed constructors of FixedRateBond taking an InterestRate?
#1945
opened Apr 11, 2024 by
qiubill
Modify G2 processes so they take into account the interest-rate term structure
in progress
#1904
opened Feb 6, 2024 by
lballabio
Effective duration of a callable fixed bond - can value be larger than modified duration?
stale
#1882
opened Jan 10, 2024 by
eduzea
Pass coupon pricer to the SwapRateHelper constructor for timing/convexity adjustments
help wanted
#1817
opened Oct 24, 2023 by
azarxa
OISRateHelper uses index fixing calendar for date generation, should use paymentCalendar
help wanted
#1703
opened Jun 15, 2023 by
trentmaetzold
OISRateHelper should take a QuoteHandle for overnightSpread parameter
help wanted
#1681
opened May 24, 2023 by
trentmaetzold
One-month SofrFutureRateHelper start and end dates
help wanted
#1574
opened Jan 28, 2023 by
bensonluk
RuntimeError: Boost assertion failed: px != 0 using Merton Jump Diffusion model
help wanted
#1467
opened Aug 26, 2022 by
philippb90
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What’s not been updated in a month: updated:<2024-04-10.