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Issues list

ENH: make fixings table available to *Instruments* as well as *Legs* derivatives enhancement New feature or request
#382 opened Sep 9, 2024 by attack68 updated Oct 28, 2024
1
PERF: copying a curve should maybe copy its cache? curves low priority on hold performance
#438 opened Oct 11, 2024 by attack68 updated Oct 28, 2024
1
ENH: pnl explain from two Open and Close Solvers enhancement New feature or request solver
#430 opened Oct 6, 2024 by attack68 updated Oct 8, 2024
BUG?: IndexFixedLeg and ZeroIndexLeg treat initialising index_base differently bug Something isn't working derivatives
#412 opened Sep 24, 2024 by attack68 updated Oct 8, 2024
HELP: how to configure Conda-Forge Feedstock for Rust/Python Mixed Projects? help wanted Extra attention is needed
#191 opened Jun 1, 2024 by attack68 updated Oct 4, 2024
3
BUG: Curve.shift may unnecessarily drop Dual configurations and return only ad=0 Curve curves on hold
#153 opened Apr 28, 2024 by attack68 updated Oct 4, 2024
BUG: copying Curve should handle id bug Something isn't working curves on hold
#48 opened Sep 6, 2023 by attack68 updated Oct 4, 2024
1
DOC: update coverage documentation Improvements or additions to documentation low priority
#364 opened Aug 29, 2024 by attack68 updated Aug 29, 2024
IndexFixedRateBond computes Price and YTM as non-inflated bug Something isn't working securities
#349 opened Aug 27, 2024 by ArnaudToma updated Aug 27, 2024
1
5
DOC: improving advice re: ZCIS and IndexCurves, especially index_base curves derivatives documentation Improvements or additions to documentation
#355 opened Aug 27, 2024 by attack68 updated Aug 27, 2024
ENH: Adding Calendars via PR documentation Improvements or additions to documentation enhancement New feature or request scheduling
#216 opened Jun 10, 2024 by attack68 updated Aug 17, 2024
1
ERRATA: "Coding Interest Rates: FX Swaps and Bonds" book documentation Improvements or additions to documentation
#322 opened Aug 14, 2024 by attack68 updated Aug 17, 2024
FloatRateNote is failing to calculate cashflows curves derivatives enhancement New feature or request
#149 opened Apr 23, 2024 by lcohan updated Aug 8, 2024
8
BUG?: handling global vol surface calibrations bug Something isn't working curves solver
#274 opened Jul 13, 2024 by attack68 updated Jul 21, 2024
ENH: extend Bill duration to be more natural as opposed to YTM equiv duration enhancement New feature or request securities
#277 opened Jul 15, 2024 by attack68 updated Jul 21, 2024
DOC: link to doc notes about leg2_fixing_method for IRS derivatives documentation Improvements or additions to documentation
#262 opened Jul 10, 2024 by attack68 updated Jul 10, 2024
HELP: compile wheels for Many Linux using maturin? help wanted Extra attention is needed
#198 opened Jun 3, 2024 by attack68 updated Jun 3, 2024
DOC: Requesting a Cookbook Example of fitting a bond curve documentation Improvements or additions to documentation user question
#155 opened May 3, 2024 by Stochastic-Adventure updated May 3, 2024
1
BUG: curve failure out of bounds? curves
#134 opened Mar 22, 2024 by attack68 updated Apr 29, 2024
ENH: proxy_curves JSON enhancement New feature or request fx low priority on hold
#2 opened Apr 25, 2023 by attack68 updated Sep 6, 2023
1
ENH: Flooring FRN coupon periods at zero under negative rates. enhancement New feature or request on hold securities
#5 opened May 8, 2023 by attack68 updated Sep 6, 2023
1
TST: Various observed test omissions low priority tests
#32 opened Aug 23, 2023 by attack68 updated Sep 2, 2023
2 tasks
ENH: adding Loan instruments low priority securities
#22 opened Aug 13, 2023 by attack68 updated Aug 13, 2023
ENH: adding Repo instruments low priority securities
#21 opened Aug 13, 2023 by attack68 updated Aug 13, 2023
ProTip! Updated in the last three days: updated:>2024-11-06.