Search results

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

Status: Open.

#2399 In lballabio/QuantLib;

· aaroncgw opened on Dec 8, 2025

rate helper quoteError() scale

Status: Open.

#2396 In lballabio/QuantLib;

· pcaspers opened on Dec 6, 2025

MtMCrossCurrencyBasisSwapRateHelper Produces Unrealistic Zero Rates When Using OIS Indices (Ester/SOFR)

Status: Open.

#2379 In lballabio/QuantLib;

· ahabre opened on Nov 23, 2025

OISRateHelper for ESTER do not converge with systems

Status: Open.

#2375 In lballabio/QuantLib;

· AlexandreMoulti opened on Nov 14, 2025

problem with bondYield function

Status: Open.

#2371 In lballabio/QuantLib;

· lorenzoreus opened on Nov 10, 2025

Add ql.ZabrSwaptionVolatilityCube()

Status: Open.

#2366 In lballabio/QuantLib;

· LZ1153 opened on Nov 2, 2025

inflationYearFraction in ZeroCouponInflationSwap

Status: Open.

#2361 In lballabio/QuantLib;

· eltoder opened on Oct 28, 2025

LazyObject receiving an update during calculate() will stay in state "not calculated"

stale

Status: Open.

#2340 In lballabio/QuantLib;

· pcaspers opened on Oct 1, 2025

OvernightIndexedCoupon: amount() and rate() return inf/nan if paymentDate < accrualEndDate

help wanted

Status: Open.

#2328 In lballabio/QuantLib;

· BohlSeb opened on Sep 17, 2025

Contribution: Calendar and Country Extension Code (needs integration help)

stale

Status: Open.

#2317 In lballabio/QuantLib;

· RobertoSoft opened on Sep 15, 2025

Request: Natural cubic spline fitter for FittedBondDiscountCurve

help wanted

Status: Open.

#2314 In lballabio/QuantLib;

· gsoldati opened on Sep 11, 2025