No reviews Review required Approved review Changes requested

Fix CVA swap leg-order comment

#2734 opened Aug 16, 2026 by cuiyeshuai Loading…

5

Stub helpers

#2730 opened Aug 16, 2026 by kp9991-git Contributor Loading…

1

Fix binomial trees silently returning zero or NaN prices

#2729 opened Aug 15, 2026 by mkzung Loading…

2

Fix American call approximations with negative risk-free rates

#2728 opened Aug 15, 2026 by mkzung Loading…

3

Fix concurrent LazyObject calculations

#2716 opened Aug 6, 2026 by masaqif Loading…

1 3

Add date-generation rule to SwapRateHelper

1 4

Fix OvernightIndexedCoupon ex-coupon accrued amount

#2695 opened Jul 28, 2026 by PureSaber Contributor Loading…

2 tasks

6

Reuse iteration workspaces in BiCGstab solver

#2694 opened Jul 28, 2026 by PureSaber Contributor Loading…

1 task

2

Reuse buffers in FdmDividendHandler dividend application

#2693 opened Jul 28, 2026 by PureSaber Contributor Loading…

1 task

1

Reuse step buffer in SobolBrownianBridge random sequence generators

#2691 opened Jul 28, 2026 by PureSaber Contributor Loading…

1 task

1

Add Thailand financial-institution holidays for 2026

#2686 opened Jul 27, 2026 by PureSaber Contributor Loading…

2 tasks

2

Add South Korea Constitution Day (from 2026) and June 2026 election holiday

#2685 opened Jul 27, 2026 by PureSaber Contributor Loading…

2 tasks

4

gh-2172 fix compounding

#2667 opened Jul 18, 2026 by pcaspers Contributor • Draft

1 5

Make Coupon::accruedDays consistent with accruedPeriod in the ex window

#2652 opened Jul 9, 2026 by jmboyd1 Loading…

4

Fix BondForward::spotIncome ex-coupon entitlement at both boundaries

#2651 opened Jul 9, 2026 by jmboyd1 Loading…

6

Optimize OpenMP pragma in TreeLattice::stepback

#2643 opened Jun 28, 2026 by Gosling-dude Loading…

1 3

Add AGENTS.md

#2498 opened Mar 23, 2026 by ralfkonrad Contributor Loading…

25

Fix SimpleThenCompounded NPV for long first coupon period

#2473 opened Mar 8, 2026 by zippyg Contributor Loading…

1 6

Non-deliverable cross currency swap

#2413 opened Dec 31, 2025 by marcin-rybacki Contributor Loading…

1 12