All pull requests

Pull requests

• Fix GaussianCam barrier probability for FX indices with source ccy = base ccy (#366)

  #368·udaykishore-resu opened Oct 4, 2026·

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

  #365·mattmenefee opened Sep 24, 2026Contributor·3 of 5 tasks·

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• Fix path and ordering bugs in testDerivedSchedules

  #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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• 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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• Fixes #356

  #357·salujajaskeerat opened Aug 22, 2026·

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

  #355·dazivo opened Aug 18, 2026·

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• 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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• 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 missing EndOfMonthConvention to xsd for Date based schedule

  #336·oszette opened Mar 9, 2026Contributor·

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• Add fixingDays parameter to applyStubInterpolation

  #333·oszette opened Feb 9, 2026Contributor·

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• Fix ORE-Swig build failure due to outdated reference

  #331·gbfredrik opened Jan 23, 2026Contributor·

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• Fix SwaptionVol configuration reference on check if we have a curve for the ccy in the default config

  #330·haoxiaofeng opened Jan 13, 2026Contributor·

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

  #323·oszette opened Dec 8, 2025Contributor·

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• Add missing Docker arguments, fix typo

  #319·glebd opened Nov 18, 2025·

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• Remove unused using

  #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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• mirror notional payment lag from coupon payment lag

  #277·Borgomi42 opened Nov 1, 2024Contributor·

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• extended yield curves by cheapesttodeliver

  #228·Borgomi42 opened Mar 24, 2024Contributor·

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• Allow negative paymentlag

  #224·kohnech opened Mar 8, 2024Contributor·

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

  #194·haoxiaofeng opened Nov 14, 2023Contributor·

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