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Finite-difference pricer tests failing.

Status: Open.

#272 In avhz/RustQuant;

· avhz opened on Oct 16, 2024

Pricers: Re-work instruments::options module.

Status: Open.

#245 In avhz/RustQuant;

· avhz opened on Jul 17, 2024

Implementation of the Milstein Scheme + a Monte Carlo Engine

enhancementNew feature or requestNew feature or request

Status: Open.

#244 In avhz/RustQuant;

· yfnaji opened on Jul 15, 2024

Implement Cashflow Schedule Generation in Time Module for Pricing Models and Instruments

Status: Open.

#226 In avhz/RustQuant;

· joaquinbejar opened on Jun 22, 2024

Roadmap to v1

difficultHard or lengthy task.Hard or lengthy task.

documentationImprovements or additions to documentationImprovements or additions to documentation

enhancementNew feature or requestNew feature or request

help wantedExtra attention is neededExtra attention is needed

Status: Open.

#187 In avhz/RustQuant;

· avhz opened on Feb 25, 2024

Feature Request: Implement get_weights() method for Portfolio

Status: Open.

#169 In avhz/RustQuant;

· 0xJepsen opened on Dec 21, 2023

Pricers: Interest Rate Swaps.

Status: Open.

#143 In avhz/RustQuant;

· avhz opened on Oct 19, 2023

Add more calendars.

good first issueGood for newcomersGood for newcomers

help wantedExtra attention is neededExtra attention is needed

Status: Open.

#142 In avhz/RustQuant;

· avhz opened on Oct 19, 2023

Implement a Surface type.

Status: Open.

#141 In avhz/RustQuant;

· avhz opened on Oct 19, 2023

Unify ml input data type to one interface

enhancementNew feature or requestNew feature or request

Status: Open.

#138 In avhz/RustQuant;

· aatmunbaxi opened on Oct 9, 2023

Implement num_traits::identities::{One, Zero} for Variable

enhancementNew feature or requestNew feature or request

help wantedExtra attention is neededExtra attention is needed

Status: Open.

#133 In avhz/RustQuant;

· avhz opened on Sep 24, 2023

Curve implementations.

enhancementNew feature or requestNew feature or request

Status: Open.

#96 In avhz/RustQuant;

· avhz opened on Aug 26, 2023