QuantLib · Issues· 43 open

Zero-stddev asset ITM probabilities are wrong in Black/Bachelier helpers and cap/floor deltas

GaussLaguerreIntegration may return NaN for large orders

Add Rough Bergomi stochastic volatility process

Inconsistent settlement-date vs. evaluation-date anchoring for discrete dividends in `BinomialConvertibleEngine`

Callable bond further implementation

Exploration: suggestions for AI-assisted coding

Feature Request: Add MakeXCcyBasisSwap (or MakeCrossCurrencySwap) helper class

Using IMM-rolls swaps to build curves

Question on fixing date used in notional adjustment of MtmCrossCurrencyBasisSwapRateHelper

review reference date adjustments in rate helpers

SOFR observation lag

Basket Loss & LHP Loss Model

comp spot val calc in overnight index future missing comp from eval to ref date

Pricing Bonds with face values other than $100

"Fast Valuation of Seasoned OIS Swaps"