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Insights: lballabio/QuantLib
Overview
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- 2 Merged pull requests
- 0 Open pull requests
- 2 Closed issues
- 0 New issues
There hasn’t been any commit activity on lballabio/QuantLib in the last week.
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2 Pull requests merged by 2 people
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SABR swaption vol cube: use correct guess for given option and swap tenors
#2108 merged
Nov 2, 2024 -
Add date generation rule to OISRateHelper constructor
#2107 merged
Nov 2, 2024
2 Issues closed by 2 people
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Unable to load DLL 'NQuantLibc' exception when using QuantLib Nuget package
#2109 closed
Nov 5, 2024
3 Unresolved conversations
Sometimes conversations happen on old items that aren’t yet closed. Here is a list of all the Issues and Pull Requests with unresolved conversations.
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Cubic Interpolation Spline
#2008 commented on
Nov 3, 2024 • 0 new comments -
BondYield: Large difference from expected yield for low-priced bonds near maturity
#1168 commented on
Nov 7, 2024 • 0 new comments -
Errors / FuturesRateHelper Convexity Adjustment Yield Curve bootstrapping issue
#2068 commented on
Nov 8, 2024 • 0 new comments