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BUG?: IndexFixedLeg and ZeroIndexLeg treat initialising
index_base
differently
#412
opened Sep 24, 2024 by
attack68
ENH: make fixings table available to *Instruments* as well as *Legs*
derivatives
enhancement
New feature or request
#382
opened Sep 9, 2024 by
attack68
DOC: update coverage
documentation
Improvements or additions to documentation
low priority
#364
opened Aug 29, 2024 by
attack68
DOC: improving advice re: ZCIS and IndexCurves, especially Improvements or additions to documentation
index_base
curves
derivatives
documentation
#355
opened Aug 27, 2024 by
attack68
Adding AUD and NZD calendar and IRS spec into spec_loader?
derivatives
enhancement
New feature or request
#350
opened Aug 27, 2024 by
ChrisSun19921016
IndexFixedRateBond computes Price and YTM as non-inflated
bug
Something isn't working
securities
#349
opened Aug 27, 2024 by
ArnaudToma
ERRATA: "Coding Interest Rates: FX Swaps and Bonds"
book
documentation
Improvements or additions to documentation
#322
opened Aug 14, 2024 by
attack68
ENH: extend Bill duration to be more natural as opposed to YTM equiv duration
enhancement
New feature or request
securities
#277
opened Jul 15, 2024 by
attack68
BUG?: handling global vol surface calibrations
bug
Something isn't working
curves
solver
#274
opened Jul 13, 2024 by
attack68
DOC: link to doc notes about Improvements or additions to documentation
leg2_fixing_method
for IRS
derivatives
documentation
#262
opened Jul 10, 2024 by
attack68
DOC: plotting curves with tenors longer than 1y and simple rates
curves
documentation
Improvements or additions to documentation
enhancement
New feature or request
#246
opened Jul 1, 2024 by
henrikparssinen
ENH: Adding Calendars via PR
documentation
Improvements or additions to documentation
enhancement
New feature or request
scheduling
#216
opened Jun 10, 2024 by
attack68
HELP: compile wheels for Many Linux using maturin?
help wanted
Extra attention is needed
#198
opened Jun 3, 2024 by
attack68
HELP: how to configure Conda-Forge Feedstock for Rust/Python Mixed Projects?
help wanted
Extra attention is needed
#191
opened Jun 1, 2024 by
attack68
DOC: Requesting a Cookbook Example of fitting a bond curve
documentation
Improvements or additions to documentation
user question
#155
opened May 3, 2024 by
Stochastic-Adventure
BUG:
Curve.shift
may unnecessarily drop Dual
configurations and return only ad=0
Curve
curves
#153
opened Apr 28, 2024 by
attack68
FloatRateNote is failing to calculate cashflows
curves
derivatives
enhancement
New feature or request
#149
opened Apr 23, 2024 by
lcohan
BUG: copying Something isn't working
curves
Curve
should handle id
bug
#48
opened Sep 6, 2023 by
attack68
ENH: Flooring FRN coupon periods at zero under negative rates.
enhancement
New feature or request
on hold
securities
#5
opened May 8, 2023 by
attack68
ENH: New feature or request
fx
low priority
on hold
proxy_curves
JSON
enhancement
#2
opened Apr 25, 2023 by
attack68
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