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Pull requests: lballabio/QuantLib

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Pull requests list

Feature/improve perturbative barrier
#2807 opened Sep 20, 2026 by losterbr Contributor Loading…
Feature/improve calendar coverage
#2806 opened Sep 19, 2026 by losterbr Contributor Loading…
Feature/improve distribution coverage
#2805 opened Sep 19, 2026 by losterbr Contributor Loading…
Codacy review
#2782 opened Sep 12, 2026 by losterbr Contributor Loading…
Jacobian
#2751 opened Aug 29, 2026 by kp9991-git Contributor Loading…
cross-currency swap builder added
#2736 opened Aug 18, 2026 by dakshbtc Loading…
Fix OvernightIndexedCoupon ex-coupon accrued amount
#2695 opened Jul 28, 2026 by PureSaber Contributor Loading…
2 tasks
Reuse iteration workspaces in BiCGstab solver
#2694 opened Jul 28, 2026 by PureSaber Contributor Loading…
1 task
Reuse buffers in FdmDividendHandler dividend application
#2693 opened Jul 28, 2026 by PureSaber Contributor Loading…
1 task
Reuse step buffer in SobolBrownianBridge random sequence generators
#2691 opened Jul 28, 2026 by PureSaber Contributor Loading…
1 task
Add Thailand financial-institution holidays for 2026
#2686 opened Jul 27, 2026 by PureSaber Contributor Loading…
2 tasks
Add South Korea Constitution Day (from 2026) and June 2026 election holiday
#2685 opened Jul 27, 2026 by PureSaber Contributor Loading…
2 tasks
Non-deliverable cross currency swap
#2413 opened Dec 31, 2025 by marcin-rybacki Contributor Loading…
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