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Memory access violation on latest MSCV toolset in GitHub Actions runners
#1987
opened Jun 10, 2024 by
lballabio
Support calculation for Partial time barrier PUT options and expose to Python-SWIG
help wanted
#1986
opened Jun 3, 2024 by
flogger007
pricing a callable floater - valid combinations of swap/swaption classes, ir models, and swaption pricing engines
#1979
opened May 23, 2024 by
eduzea
BondYield: Difference from expected yield for bonds with clean_price equal to face_value near maturity
#1958
opened Apr 23, 2024 by
alonwengierko
Modify G2 processes so they take into account the interest-rate term structure
in progress
#1904
opened Feb 6, 2024 by
lballabio
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
Extensions to OvernightIndexedCoupon and OvernightLeg for FRN
in progress
#1422
opened Jul 7, 2022 by
klin333
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