Search results

FdmAffineModelSwapInnerValue should support OvernightIndexedSwap underlyings

Status: Open.

#2476 In lballabio/QuantLib;

· pandashark opened on Mar 9, 2026

ql.MakeSwaption holiday calendar

help wanted

Status: Open.

#2469 In lballabio/QuantLib;

· LZ1153 opened on Mar 6, 2026

Repeated calls to Interpolation::update()

Status: Open.

#2447 In lballabio/QuantLib;

· eltoder opened on Feb 19, 2026

Utilizing GPUs for the calculations...

Status: Open.

#2430 In lballabio/QuantLib;

· UnitedMarsupials opened on Jan 30, 2026

boost_system seems required with older Boost-versions

Status: Open.

#2429 In lballabio/QuantLib;

· UnitedMarsupials opened on Jan 28, 2026

MtMCrossCurrencyBasisSwapRateHelper Payment Frequency

Status: Open.

#2428 In lballabio/QuantLib;

· alvinchan811 opened on Jan 27, 2026

ql.FloatFloatSwap() fairSpread

Status: Open.

#2403 In lballabio/QuantLib;

· LZ1153 opened on Dec 12, 2025

Question on fixing date used in notional adjustment of MtmCrossCurrencyBasisSwapRateHelper

in progress

Status: Open.

#2399 In lballabio/QuantLib;

· aaroncgw opened on Dec 8, 2025

Potential flaw in Actual/Actual Day Count Convetion when compared to ISDA docs, LSEG and Bloomberg

help wanted

Status: Open.

#2257 In lballabio/QuantLib;

· denisgeogeo opened on Jul 4, 2025

Support custom pillar date in interest-rate futures helpers

help wanted

Status: Open.

#2256 In lballabio/QuantLib;

· lballabio opened on Jul 2, 2025

ILS SHIR support

help wanted

Status: Open.

#2222 In lballabio/QuantLib;

· abhijitng opened on May 10, 2025

Instrument for cross currency basis swap

in progress

Status: Open.

#2201 In lballabio/QuantLib;

· LZ1153 opened on Apr 16, 2025