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  • Garch models

    Overdue by 13 year(s)
    Due by May 31, 2013
    0/2 issues closed
  • Experimental credit stuff of QuantLib to implement: CDOs, defaults etc. Just to reuse copulas already implemented

    No due date
  • The main task is to provide new pricing engines for bonds and options.

    Overdue by 13 year(s)
    Due by July 31, 2013
    0/2 issues closed