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Pull requests: OpenSourceRisk/Engine

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Pull requests list

mirror notional payment lag from coupon payment lag
#277 opened Nov 1, 2024 by Borgomi42 Loading…
Feature/handlying of roll convention
#274 opened Oct 28, 2024 by Borgomi42 Loading…
fix the wildcard generation for discount curves
#273 opened Oct 25, 2024 by Borgomi42 Loading…
All-in-one minimal multi-stage Dockerfiles, and GitHub action to buil…
#259 opened Jul 31, 2024 by nickcmaynard Loading…
Map Islamic calendar for use as base calendar and fix typos
#249 opened Jul 4, 2024 by gbfredrik Loading…
added explanation on how to fetch release tags and added hint in example 43 that it only works if eigen is installed.
#242 opened Jun 2, 2024 by rkapl123 Loading…
added explanation and additional assertion to improve cross asset simulation configuration of currencies
#241 opened Jun 2, 2024 by rkapl123 Loading…
1
Reduce duplication across user guide for "parameterisation" sections
#233 opened Apr 22, 2024 by gbfredrik Loading…
extended yield curves by cheapesttodeliver
#228 opened Mar 24, 2024 by Borgomi42 Loading…
@pcaspers
1
Run tests in GitHub actions
#227 opened Mar 14, 2024 by kohnech Loading…
@farahkhashman
Allow negative paymentlag
#224 opened Mar 8, 2024 by kohnech Loading…
@damienbarker
2
call enableExtrapolation() before h_.linkTo(p_) in YieldCurve
#194 opened Nov 14, 2023 by haoxiaofeng Loading…
@mgroncki
1
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