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Normal volatility coupon pricer for floating rate bonds with caps and floors
#2072
opened Sep 19, 2024 by
eschiffmiller
Don't require bond helpers when a
FittedBondDiscountCurve
instance won't use them
#2071
opened Sep 18, 2024 by
lballabio
Errors / FuturesRateHelper Convexity Adjustment Yield Curve bootstrapping issue
#2068
opened Sep 11, 2024 by
is-source
Support calculation for Partial time barrier PUT options and expose to Python-SWIG
help wanted
#1986
opened Jun 3, 2024 by
flogger007
pricing a callable floater - valid combinations of swap/swaption classes, ir models, and swaption pricing engines
stale
#1979
opened May 23, 2024 by
eduzea
BondYield: Difference from expected yield for bonds with clean_price equal to face_value near maturity
#1958
opened Apr 23, 2024 by
alonwengierko
Modify G2 processes so they take into account the interest-rate term structure
in progress
#1904
opened Feb 6, 2024 by
lballabio
Pass coupon pricer to the SwapRateHelper constructor for timing/convexity adjustments
help wanted
#1817
opened Oct 24, 2023 by
azarxa
OISRateHelper uses index fixing calendar for date generation, should use paymentCalendar
help wanted
#1703
opened Jun 15, 2023 by
trentmaetzold
OISRateHelper should take a QuoteHandle for overnightSpread parameter
help wanted
#1681
opened May 24, 2023 by
trentmaetzold
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What’s not been updated in a month: updated:<2024-08-29.