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Pull requests: lballabio/QuantLib
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Pass allowExtrapolation=true to derivative()
#2550
opened Apr 18, 2026 by
eltoder
Contributor
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Add VNBinomialVanillaEngine: LR tree with discrete-dividend interpola…
#2532
opened Apr 9, 2026 by
alienbrett
Contributor
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Add the double boundary case for QDFP and QD+ American Engine and analytical greeks for both
#2529
opened Apr 4, 2026 by
ozencgungor
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Added asymmetric payment frequency support for cross-currency basis swap rate helpers
#2528
opened Apr 1, 2026 by
justinli500
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Skip degenerate periods in OvernightLeg when adjusted dates collapse
#2515
opened Mar 28, 2026 by
javierdejesusda
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Avoid repeated calls to Interpolation::update()
#2513
opened Mar 27, 2026 by
eltoder
Contributor
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Add QL_REQUIRE guard for negative forward price in BAW engine
#2492
opened Mar 19, 2026 by
cptfinch
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Add optional forward parameter to SmileSection pricing methods
#2489
opened Mar 15, 2026 by
quantales
Contributor
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Add smileSection() to BlackVolTermStructure
#2487
opened Mar 15, 2026 by
quantales
Contributor
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Fix SimpleThenCompounded NPV for long first coupon period
#2473
opened Mar 8, 2026 by
zippyg
Contributor
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Non-deliverable cross currency swap
#2413
opened Dec 31, 2025 by
marcin-rybacki
Contributor
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Const Notional Cross Currency Swaps
in progress
#2248
opened Jun 20, 2025 by
paolodelia99
Contributor
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Added Interest-rate term structure in g2process constructor
help wanted
#1937
opened Mar 29, 2024 by
Hrushi20
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ProTip!
What’s not been updated in a month: updated:<2026-03-17.