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

51 Open 65 Closed
51 Open 65 Closed
Author
Filter by author
Label
Filter by label
Use alt + click/return to exclude labels
or ⇧ + click/return for logical OR
Projects
Filter by project
Milestones
Filter by milestone
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

Updated FINGBMPROCESS_generatePaths
#203 opened Nov 18, 2023 by Akshat111111
4
Build SOFR curve - suggestions
#202 opened Nov 17, 2023 by thanhuwe8
choose to apply a Black'76 in Fx Vanilla option
#200 opened Nov 2, 2023 by CNiemans
1
barrierOpt.value issue
#199 opened Oct 30, 2023 by iourdev
2
Inconsistency in Day Count in Index Curve?
#191 opened Jul 24, 2023 by YimingZhang07
3
Potential issues for CDS pricing
#187 opened Jun 29, 2023 by YimingZhang07
4
Example of SOFR curve
#186 opened Jun 10, 2023 by suhasghorp
Some swap suggestions
#177 opened Apr 11, 2023 by vlade21
Add Equity Vol product
#117 opened Nov 4, 2021 by LaGuiche55
8
Add Equity Autocallable product
#116 opened Nov 4, 2021 by LaGuiche55
1
discount curve from fx forwards / cross currency basis swaps enhancement New feature or request Finance Quant good first issue Good for newcomers Python Task
#102 opened Aug 8, 2021 by ahabre
5
SSVI Calibration: Divide by Zero Error
#90 opened May 27, 2021 by armarion
3
V0.20 - Documentation
#83 opened Mar 7, 2021 by domokane
1
FinEquityVolSurfacePlus
#76 opened Mar 2, 2021 by mattdoub
3
delete __init__.py from root
#75 opened Feb 23, 2021 by epogrebnyak
2
Vol Cube Object
#67 opened Jan 20, 2021 by mwalkup55
1
Normal SABR calibration
#66 opened Jan 20, 2021 by mwalkup55
3
Numba specialist to Examine how to JIT Optimisers Numba Expertise Python Task
#62 opened Jan 10, 2021 by domokane
Implement numba'd conjugate gradient minimiser Algorithm specialist enhancement New feature or request good first issue Good for newcomers
#59 opened Jan 2, 2021 by domokane
4
FinDate Optimisation enhancement New feature or request good first issue Good for newcomers Numba Expertise Python Task
#55 opened Dec 29, 2020 by domokane
Implied Volatility for FX Options Finance Quant good first issue Good for newcomers
#53 opened Dec 27, 2020 by domokane
1
Few common payoffs missing for FX Finance Quant good first issue Good for newcomers
#51 opened Dec 25, 2020 by mattdoub
4
Add Extra Interpolation and Spline Methods for Funding curves
#46 opened Oct 30, 2020 by domokane
2
Curve Building OIS and IBOR
#42 opened Oct 7, 2020 by domokane
Cross Currency Basis Swap Pricer enhancement New feature or request Finance Quant good first issue Good for newcomers
#34 opened Oct 2, 2020 by domokane
ProTip! Adding no:label will show everything without a label.