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48 Open 43 Closed
48 Open 43 Closed
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Issues list

Add Equity Vol product
#117 opened Nov 4, 2021 by LaGuiche55
8
Add Equity Autocallable product
#116 opened Nov 4, 2021 by LaGuiche55
1
discount curve from fx forwards / cross currency basis swaps enhancement New feature or request Finance Quant good first issue Good for newcomers Python Task
#102 opened Aug 8, 2021 by ahabre
1
SSVI Calibration: Divide by Zero Error
#90 opened May 27, 2021 by armarion
3
V0.20 - Documentation
#83 opened Mar 7, 2021 by domokane
1
FinEquityVolSurfacePlus
#76 opened Mar 2, 2021 by mattdoub
3
delete __init__.py from root
#75 opened Feb 23, 2021 by epogrebnyak
2
__init__.py greeting
#72 opened Feb 23, 2021 by epogrebnyak
Vol Cube Object
#67 opened Jan 20, 2021 by mwalkup55
1
Normal SABR calibration
#66 opened Jan 20, 2021 by mwalkup55
3
Numba specialist to Examine how to JIT Optimisers Numba Expertise Python Task
#62 opened Jan 10, 2021 by domokane
Implement numba'd conjugate gradient minimiser Algorithm specialist enhancement New feature or request good first issue Good for newcomers
#59 opened Jan 2, 2021 by domokane
FinDate Optimisation enhancement New feature or request good first issue Good for newcomers Numba Expertise Python Task
#55 opened Dec 29, 2020 by domokane
Add an Equity Index Option product type Finance Quant good first issue Good for newcomers
#54 opened Dec 28, 2020 by domokane
2
Implied Volatility for FX Options Finance Quant good first issue Good for newcomers
#53 opened Dec 27, 2020 by domokane
Few common payoffs missing for FX Finance Quant good first issue Good for newcomers
#51 opened Dec 25, 2020 by mattdoub
1
Vectorisation of Calculations enhancement New feature or request good first issue Good for newcomers Python Task
#48 opened Nov 15, 2020 by domokane
@domokane
3
Add Extra Interpolation and Spline Methods for Funding curves
#46 opened Oct 30, 2020 by domokane
2
Curve Building OIS and IBOR
#42 opened Oct 7, 2020 by domokane
BBG Testing Examples Testing
#35 opened Oct 2, 2020 by domokane
2
Cross Currency Basis Swap Pricer enhancement New feature or request Finance Quant good first issue Good for newcomers
#34 opened Oct 2, 2020 by domokane
Bond Key Rate Duration Calculator enhancement New feature or request Finance Quant good first issue Good for newcomers
#33 opened Oct 1, 2020 by domokane
3
Bond Portfolio Object for Strategy Analysis enhancement New feature or request Finance Quant good first issue Good for newcomers
#32 opened Oct 1, 2020 by domokane
5
Counterparty Value Adjustment Framework enhancement New feature or request Finance Quant
#31 opened Oct 1, 2020 by domokane
Callable Fixed-to-Floating (Tier1-style) Bonds enhancement New feature or request Finance Quant
#30 opened Oct 1, 2020 by domokane
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