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Pull requests: lballabio/QuantLib

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11 Open 1,744 Closed
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Pull requests list

Automated fixes by clang-tidy
#2486 opened Mar 15, 2026 by lballabio-bot Loading…
1
Add withExerciseCalendar to MakeSwaption
#2484 opened Mar 13, 2026 by pandashark Loading…
4 tasks done
1
1
Update copyright list in license
#2482 opened Mar 13, 2026 by github-actions bot Loading…
Throw when both effectiveDate and settlementDays are set in MakeVanillaSwap/MakeOIS
#2481 opened Mar 12, 2026 by pandashark Loading…
2 tasks done
1
3
Fix SimpleThenCompounded NPV for long first coupon period
#2473 opened Mar 8, 2026 by zippyg Loading…
1
2
Support custom pillar date in interest-rate futures helpers
#2415 opened Jan 2, 2026 by Krishn1412 Loading…
1
8
Non-deliverable cross currency swap
#2413 opened Dec 31, 2025 by marcin-rybacki Loading…
1
5
feat: Implement fairSpread() for FloatFloatSwap
#2411 opened Dec 29, 2025 by shubhamessier Loading…
3
Inherit ForwardRateStructure from ZeroYieldStructure
#2261 opened Jul 9, 2025 by eltoder Loading…
10
Const Notional Cross Currency Swaps in progress
#2248 opened Jun 20, 2025 by paolodelia99 Loading…
32
Added Interest-rate term structure in g2process constructor help wanted
#1937 opened Mar 29, 2024 by Hrushi20 Loading…
6
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