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48 Open 81 Closed
48 Open 81 Closed
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Issues list

GPU vs CPU results
#280 opened Jan 27, 2025 by vannarho-fas
error compile ORE on windows with mingw64-w64-builds
#279 opened Dec 10, 2024 by jin-xiangwen
Support for OptionletAtm in CapFloorVolatility Configuration
#276 opened Nov 1, 2024 by xiangwang456
Incorrect FX dates convention handling with USD pairs
#270 opened Oct 9, 2024 by xwzhu
2
FX-GENERIC-GBP-EUR in Scripted Trade vs. FX-ECB-GBP-EUR
#266 opened Sep 19, 2024 by rkapl123
2
OIS coupon misleading fixingDate in cashflow report
#265 opened Sep 3, 2024 by noonediesalone
2
Revise the convention of the KRW-CD and KRW-Koribor
#264 opened Aug 20, 2024 by nzmars
1
Is the 24 May 2024 release compatible with boost 1.85.0?
#263 opened Aug 14, 2024 by CAAA333
2
parametric VAR salvaging covariance matrix
#262 opened Aug 10, 2024 by rkapl123
historical vs. parametric VAR analytic parameter mixup
#261 opened Aug 10, 2024 by rkapl123
1
the ore-python modules is missing the method: "setScriptLibrary"
#258 opened Jul 25, 2024 by JulianGong
1
CallableSwap instrument is not starting the swaption underlying swap at first expiry
#255 opened Jul 12, 2024 by noonediesalone
@pcaspers
in Scripted Trade, add the fixing date in the cashfow information
#254 opened Jul 12, 2024 by quantthingy
@pcaspers
1
Scripted trade does not generate past cashflows when value date is strictly after the last settlement date
#253 opened Jul 8, 2024 by quantthingy
@pcaspers
12
Compilation error when QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN=ON
#252 opened Jul 8, 2024 by quantthingy
Error in ORE analytics: invalid map<K, T> key
#250 opened Jul 5, 2024 by rkapl123
Malformed today's market calibration CSV due to commas in calendars
#248 opened Jun 24, 2024 by gbfredrik
1
QuantLib supports std::shared_ptr<>, but ORE fails to build due to boost::log
#245 opened Jun 7, 2024 by DmitriGoloubentsev
Pb Run ORE examples on Linux Machine with ore.xml file (needs additional xml files)
#236 opened May 15, 2024 by pasparis
2
Behaviour of cross asset simulation configuration (FX)
#235 opened May 13, 2024 by rkapl123
2
Inconsistency in PAR sensitivity for XBS instrument
#234 opened Apr 30, 2024 by noonediesalone
4
Hardcoded _WINVER will not work with boost since 1.84.0
#229 opened Mar 25, 2024 by xwzhu
CHF-In-EUR convergence problem
#221 opened Feb 14, 2024 by rkapl123
1
Commodity Forwards Notional Resets (bug?)
#203 opened Dec 9, 2023 by Nick-Git2
4
CMS accrual range swap
#195 opened Nov 19, 2023 by EazyDS
2
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