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Issues list

Dates must be in time-line order
#2626 opened Jan 24, 2024 by glebvorobev1 updated Jan 24, 2024
Release note link redirected to old 18 May 2022 update
#2620 opened Dec 12, 2023 by m-boris updated Dec 12, 2023
SwapTradeCsvPlugin: not parsing XCcy ON/ON Type:Coverage
#2527 opened Oct 22, 2022 by marc-henrard updated Oct 27, 2022
Add more function for the support KOFR OvernightIndex Futures
#2504 opened Aug 25, 2022 by masa4u updated Aug 25, 2022
Add OvernightOvernightSwapCurveNode Type:Coverage
#1911 opened Mar 12, 2019 by marc-henrard updated Oct 29, 2021
Enhance CashFlow Type:Enhancement
#1854 opened Nov 20, 2018 by jodastephen updated Dec 4, 2020
Split curve calibration into smaller groups Type:Enhancement
#2105 opened Oct 31, 2019 by jodastephen updated Oct 31, 2019
CalibrationMeasures: add FX Swap market quote Type:Enhancement
#1975 opened May 21, 2019 by marc-henrard updated May 21, 2019
Evaluate curve nodes with Ibor futures Type:NeedsInvestigation
#1863 opened Jan 8, 2019 by jodastephen updated Jan 8, 2019
Provide conventions for OIS meeting date swaps Type:Coverage
#1821 opened Oct 12, 2018 by jodastephen updated Oct 12, 2018
Create 'cube' object Type:Enhancement
#965 opened May 18, 2016 by ghost updated May 21, 2018
Initial fixing for inflation swaps Type:Enhancement
#1634 opened Jan 2, 2018 by marc-henrard updated Jan 2, 2018
FxRatesProvider in MarketData Type:Enhancement
#1502 opened Mar 20, 2017 by jodastephen updated Mar 20, 2017
Consider deprecating FxMatrix Type:Enhancement
#1417 opened Nov 22, 2016 by cjkent updated Mar 13, 2017
Interpolation is computed twice Type:Enhancement
#1470 opened Jan 12, 2017 by yukiiwashita updated Jan 17, 2017
FxBarrierOption scenario pricing Type:Enhancement
#1412 opened Nov 9, 2016 by elewan updated Jan 16, 2017
Use FpML onBehalfOf Type:Enhancement
#1456 opened Dec 22, 2016 by jodastephen updated Dec 22, 2016
ProTip! Updated in the last three days: updated:>2024-12-21.