[go: up one dir, main page]
Skip to content

Issues: domokane/FinancePy

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Clear current search query, filters, and sorts
52 Open 68 Closed
52 Open 68 Closed
Author
Filter by author
Loading
Label
Filter by label
Loading
Use alt + click/return to exclude labels
or ⇧ + click/return for logical OR
Projects
Filter by project
Loading
Milestones
Filter by milestone
Loading
Assignee
Filter by who’s assigned
Sort
Sort by
Newest Oldest Most commented Least commented Recently updated Least recently updated Best match
Most reactions
👍 👎 😄 🎉 😕 ❤️ 🚀 👀

Issues list

Curve Building OIS and IBOR
#42 opened Oct 7, 2020 by domokane
👍 1
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
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
Bond valuation using a yield curve
#218 opened Sep 20, 2024 by quant108
2
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
Implement Shifted BDT Tree enhancement New feature or request Finance Quant
#20 opened Oct 1, 2020 by domokane
ProTip! Mix and match filters to narrow down what you’re looking for.