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Issues list

Implement Shifted BK Tree enhancement New feature or request Finance Quant
#21 opened Oct 1, 2020 by domokane
American vanilla options - Analytical approximations enhancement New feature or request Finance Quant good first issue Good for newcomers
#9 opened Oct 1, 2020 by domokane
4
Implement the SABR model for FX, Equity options enhancement New feature or request Finance Quant
#10 opened Oct 1, 2020 by domokane
Implement Equity Range Notes enhancement New feature or request Finance Quant
#11 opened Oct 1, 2020 by domokane
Implement Power Options enhancement New feature or request Finance Quant
#12 opened Oct 1, 2020 by domokane
Swing Options using Longstaff-Schwartz enhancement New feature or request Finance Quant
#13 opened Oct 1, 2020 by domokane
Implement G2++ Interest Rate Model enhancement New feature or request Finance Quant
#14 opened Oct 1, 2020 by domokane
CPPI Notes enhancement New feature or request Finance Quant
#15 opened Oct 1, 2020 by domokane
Swaption Cube Object enhancement New feature or request Finance Quant
#16 opened Oct 1, 2020 by domokane
Inflation swap product and valuation enhancement New feature or request Finance Quant
#17 opened Oct 1, 2020 by domokane
Design Swaption Model Calibration Framework enhancement New feature or request Finance Quant Python Task
#18 opened Oct 1, 2020 by domokane
Implement Sobol for Asian Options enhancement New feature or request Python Task
#19 opened Oct 1, 2020 by domokane
Inflation Linked Bonds enhancement New feature or request Finance Quant
#6 opened Sep 30, 2020 by domokane
Implement Shifted BDT Tree enhancement New feature or request Finance Quant
#20 opened Oct 1, 2020 by domokane
Libor-type curve build from OIS enhancement New feature or request Finance Quant
#22 opened Oct 1, 2020 by domokane
6
Shifted CIR Tree enhancement New feature or request Finance Quant
#23 opened Oct 1, 2020 by domokane
Bermudan Swaption pricing using LS Approach enhancement New feature or request Finance Quant
#24 opened Oct 1, 2020 by domokane
Hull-White Model Swaption Calibration enhancement New feature or request Finance Quant
#25 opened Oct 1, 2020 by domokane
BK Model Swaption Calibration enhancement New feature or request Finance Quant
#26 opened Oct 1, 2020 by domokane
BDT Model Swaption Calibration enhancement New feature or request Finance Quant
#27 opened Oct 1, 2020 by domokane
BGM Model Swaption Calibration enhancement New feature or request Finance Quant
#28 opened Oct 1, 2020 by domokane
Mortgage Backed Security - Prepayment vector object enhancement New feature or request Finance Quant
#29 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
3
Counterparty Value Adjustment Framework enhancement New feature or request Finance Quant
#31 opened Oct 1, 2020 by domokane
Bond valuation using a yield curve
#218 opened Sep 20, 2024 by quant108
2
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