All pull requests

Pull requests

• Run remaining Examples sub-scripts with sys.executable and propagate failures

  pending-public-release
  #365·mattmenefee opened Sep 24, 2026Contributor·3 of 5 tasks·

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• Fix path and ordering bugs in testDerivedSchedules

  pending-public-release
  #364·mattmenefee opened Sep 24, 2026Contributor·3 tasks done·

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• Correct underlyingLenghts() spelling on SabrParametricVolatility

  #363·mattmenefee opened Sep 24, 2026Contributor·2 tasks done·

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• Fix the parameter key of setCreditMigrationAnalytic (#361)

  #362·dazivo opened Sep 10, 2026·

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  1

  

• Fix KVA party mapping under flipViewXVA (#359)

  #360·dazivo opened Sep 10, 2026·

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• BUG: select output file for the active VaR analytic

  #358·Hei-MaoM opened Aug 31, 2026·

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  1

  

• Make the in-memory NPV cubes constructible from Python (#354)

  #355·dazivo opened Aug 18, 2026·

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  1

  

• Make QuantLib::ext::shared_ptr resolvable by SWIG (#351)

  #353·dazivo opened Aug 18, 2026·

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• Implement SA-CCR credit asset-class add-on with rating-based supervisory factors

  #352·adaminoff opened Aug 13, 2026·

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  1

• Restore OREAnalyticsTestSuite.test() and repair the Windows Python test script

  #350·mattmenefee opened Jul 28, 2026Contributor·4 of 6 tasks·

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• Add support for payment lag to XCCY fix float rate helpers

  pending-public-release
  #323·oszette opened Dec 8, 2025Contributor·

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  3

  

• Add missing Docker arguments, fix typo

  #319·glebd opened Nov 18, 2025·

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• Remove unused using

  pending-public-release
  #317·eltoder opened Nov 14, 2025Contributor·

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• Enable extrapolation for spreaded inflation curves

  #316·eltoder opened Nov 14, 2025Contributor·

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• Documentation enhancements

  #308·rkapl123 opened Aug 23, 2025Contributor·

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  2

  

• mirror notional payment lag from coupon payment lag

  #277·Borgomi42 opened Nov 1, 2024Contributor·

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  3

  

• extended yield curves by cheapesttodeliver

  #228·Borgomi42 opened Mar 24, 2024Contributor·

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• call enableExtrapolation() before h_.linkTo(p_) in YieldCurve

  #194·haoxiaofeng opened Nov 14, 2023Contributor·

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  1