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79 Open 349 Closed
79 Open 349 Closed
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Issues list

Dates must be in time-line order
#2626 opened Jan 24, 2024 by glebvorobev1
Release note link redirected to old 18 May 2022 update
#2620 opened Dec 12, 2023 by m-boris
Periodic schedule deduplication does not work when there are same elements in more than 2 count
#2597 opened Aug 11, 2023 by lfathimakn
Yield calculates incorrectly on bonds with short/long last coupon
#2592 opened Jul 19, 2023 by ShaunParkYieldX
4
SwapTradeCsvPlugin: not parsing XCcy ON/ON Type:Coverage
#2527 opened Oct 22, 2022 by marc-henrard
1
Add more function for the support KOFR OvernightIndex Futures
#2504 opened Aug 25, 2022 by masa4u
Vanilla Swap Price example NPV - doesn't match with c++ QuantLib
#2396 opened Dec 20, 2021 by mandeepsingh-private
Correct yield calculation with ex-coupon period Type:NeedsInvestigation
#2121 opened Dec 5, 2019 by yukiiwashita
Split curve calibration into smaller groups Type:Enhancement
#2105 opened Oct 31, 2019 by jodastephen
CalibrationMeasures: add FX Swap market quote Type:Enhancement
#1975 opened May 21, 2019 by marc-henrard
Add OvernightOvernightSwapCurveNode Type:Coverage
#1911 opened Mar 12, 2019 by marc-henrard
1
Add swaption pricers for Collateralized Cash Price Type:Coverage
#1904 opened Mar 8, 2019 by marc-henrard
Evaluate curve nodes with Ibor futures Type:NeedsInvestigation
#1863 opened Jan 8, 2019 by jodastephen
Enhance CashFlow Type:Enhancement
#1854 opened Nov 20, 2018 by jodastephen
2
Provide conventions for OIS meeting date swaps Type:Coverage
#1821 opened Oct 12, 2018 by jodastephen
Initial fixing for inflation swaps Type:Enhancement
#1634 opened Jan 2, 2018 by marc-henrard
Make FormatSettingsProvider to extendable from CSV Type:Enhancement
#1528 opened Jul 6, 2017 by mwangtarget
1
FxRatesProvider in MarketData Type:Enhancement
#1502 opened Mar 20, 2017 by jodastephen
1
Make 3 parameter version of the Guavate.zip method public Type:Enhancement
#1480 opened Feb 13, 2017 by cjkent
1
Interpolation is computed twice Type:Enhancement
#1470 opened Jan 12, 2017 by yukiiwashita
2
Use FpML onBehalfOf Type:Enhancement
#1456 opened Dec 22, 2016 by jodastephen
Add concept of aliasing in curve groups Type:Enhancement
#1446 opened Dec 19, 2016 by cjkent
2
Consider deprecating FxMatrix Type:Enhancement
#1417 opened Nov 22, 2016 by cjkent
FxBarrierOption scenario pricing Type:Enhancement
#1412 opened Nov 9, 2016 by elewan
3
CurveCalibrator hardcodes MarketDataFxRateProvider for FX rate resolution Type:Enhancement
#1411 opened Nov 7, 2016 by traggatt
2
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