-
Notifications
You must be signed in to change notification settings - Fork 2.3k
Pull requests: lballabio/QuantLib
Author
Label
Projects
Milestones
Reviews
Assignee
Sort
Pull requests list
Fix asset ITM probabilities at zero standard deviation
#2797
opened Sep 15, 2026 by
kadyrbekovhamit-cyber
Loading…
Replace CMA-ES Eigendecomposition With a Cholesky Factorization
#2756
opened Aug 29, 2026 by
colalb1
Contributor
Loading…
Fix convertible-bond dividend drop between evaluation and settlement …
#2752
opened Aug 29, 2026 by
LeonxLJX
Loading…
Fix OvernightIndexedCoupon ex-coupon accrued amount
#2695
opened Jul 28, 2026 by
PureSaber
Contributor
Loading…
2 tasks
Reuse iteration workspaces in BiCGstab solver
#2694
opened Jul 28, 2026 by
PureSaber
Contributor
Loading…
1 task
Reuse buffers in FdmDividendHandler dividend application
#2693
opened Jul 28, 2026 by
PureSaber
Contributor
Loading…
1 task
Reuse step buffer in SobolBrownianBridge random sequence generators
#2691
opened Jul 28, 2026 by
PureSaber
Contributor
Loading…
1 task
Add Thailand financial-institution holidays for 2026
#2686
opened Jul 27, 2026 by
PureSaber
Contributor
Loading…
2 tasks
Add South Korea Constitution Day (from 2026) and June 2026 election holiday
#2685
opened Jul 27, 2026 by
PureSaber
Contributor
Loading…
2 tasks
Fix SimpleThenCompounded NPV for long first coupon period
in progress
#2473
opened Mar 8, 2026 by
zippyg
Contributor
Loading…
Non-deliverable cross currency swap
#2413
opened Dec 31, 2025 by
marcin-rybacki
Contributor
Loading…
ProTip!
Exclude everything labeled
bug with -label:bug.