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Pull requests: lballabio/QuantLib

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Pull requests list

Automated fixes by clang-tidy
#2516 opened Mar 29, 2026 by lballabio-bot Loading…
1
Skip degenerate periods in OvernightLeg when adjusted dates collapse
#2515 opened Mar 28, 2026 by javierdejesusda Loading…
1
4
fuzz: add 3 new fuzzing harnesses
#2514 opened Mar 27, 2026 by DavidKorczynski Loading…
3
Avoid repeated calls to Interpolation::update()
#2513 opened Mar 27, 2026 by eltoder Loading…
1
1
Add AGENTS.md
#2498 opened Mar 23, 2026 by ralfkonrad Loading…
1
Add QL_REQUIRE guard for negative forward price in BAW engine
#2492 opened Mar 19, 2026 by cptfinch Loading…
1
8
Add optional forward parameter to SmileSection pricing methods
#2489 opened Mar 15, 2026 by quantales Loading…
1
Add smileSection() to BlackVolTermStructure
#2487 opened Mar 15, 2026 by quantales Loading…
3
Fix SimpleThenCompounded NPV for long first coupon period
#2473 opened Mar 8, 2026 by zippyg Loading…
1
2
Non-deliverable cross currency swap
#2413 opened Dec 31, 2025 by marcin-rybacki Loading…
1
5
feat: Implement fairSpread() for FloatFloatSwap
#2411 opened Dec 29, 2025 by shubhamessier Loading…
11
Const Notional Cross Currency Swaps in progress
#2248 opened Jun 20, 2025 by paolodelia99 Loading…
37
Added Interest-rate term structure in g2process constructor help wanted
#1937 opened Mar 29, 2024 by Hrushi20 Loading…
6
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