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Pull requests: lballabio/QuantLib

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21 Open 1,876 Closed
21 Open 1,876 Closed
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Pull requests list

Remove features deprecated in version 1.39
#2659 opened Jul 14, 2026 by lballabio Owner Loading…
1
Set version to 1.44-dev
#2658 opened Jul 14, 2026 by lballabio-bot Contributor Loading…
1
SABR ATM vols preservation
#2656 opened Jul 12, 2026 by kp9991-git Contributor Loading…
1
RFR swaption support in Gsr
#2655 opened Jul 11, 2026 by kp9991-git Contributor Loading…
1
Add CMA-ES Optimizer
#2654 opened Jul 11, 2026 by colalb1 Contributor Loading…
1
Calculate spot dates from the actual evaluation date (#753)
#2653 opened Jul 9, 2026 by Excal-rs Loading…
3
Make Coupon::accruedDays consistent with accruedPeriod in the ex window
#2652 opened Jul 9, 2026 by jmboyd1 Loading…
2
Fix BondForward::spotIncome ex-coupon entitlement at both boundaries
#2651 opened Jul 9, 2026 by jmboyd1 Loading…
4
Use Boost for inverse cumulative Student t distribution
#2650 opened Jul 8, 2026 by mpwaser Loading…
3
use paymentAdjustment in the fixed leg
#2649 opened Jul 7, 2026 by jmishin Loading…
7
Rough Heston Model with Semi-Analytic Fourier Pricing Engine and Fractional ODE Solver
#2648 opened Jul 6, 2026 by colalb1 Contributor Loading…
1
QL_REQUIRE_EXPLICIT_EVALUATION_DATE
#2644 opened Jun 30, 2026 by kp9991-git Contributor Loading…
1
Optimize OpenMP pragma in TreeLattice::stepback
#2643 opened Jun 28, 2026 by Gosling-dude Loading…
1
3
MTM Cross Currency Basis Swap instruments
#2642 opened Jun 28, 2026 by kp9991-git Contributor Loading…
1
1
Use make_shared in pricing engines
#2636 opened Jun 21, 2026 by jewonj0620 Contributor Loading…
3
Add Doxygen documentation for LS regression and parametric exercise stale
#2576 opened May 12, 2026 by Aida118 Loading…
4
Add Cubic__* interpolations and LinearThenFlat interpolation stale
#2566 opened May 9, 2026 by ArsenP0doba Contributor Loading…
12
Add GenericRateHelper extending RelativeDateRateHelper stale
#2565 opened May 9, 2026 by ArsenP0doba Contributor Loading…
9
Add AGENTS.md
#2498 opened Mar 23, 2026 by ralfkonrad Contributor Loading…
3
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
8
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