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Pull requests list

Finish the nose to pytest migration; repair Windows test script
#350 opened Jul 28, 2026 by mattmenefeeContributorLoading…
4 of 7 tasks
Define and correctly spell SabrParametricVolatility calibration-grid axis accessors
#348 opened Jul 25, 2026 by mattmenefeeContributorLoading…
3 tasks done
Add missing EndOfMonthConvention to xsd for Date based schedule
#336 opened Mar 9, 2026 by oszetteContributorLoading…
Add Base Currency column to scenario and stress test reports
#335 opened Mar 7, 2026 by mattmenefeeContributorLoading…
3 of 4 tasks
1
Add fixingDays parameter to applyStubInterpolation
#333 opened Feb 9, 2026 by oszetteContributorLoading…
Fix ORE-Swig build failure due to outdated reference
#331 opened Jan 23, 2026 by gbfredrikContributorLoading…
Fix SwaptionVol configuration reference on check if we have a curve for the ccy in the default config
#330 opened Jan 13, 2026 by haoxiaofengContributorLoading…
1
Add support for payment lag to XCCY fix float rate helpers
#323 opened Dec 8, 2025 by oszetteContributorLoading…
2
Add missing Docker arguments, fix typo
#319 opened Nov 18, 2025 by glebdLoading…
Remove unused using
#317 opened Nov 14, 2025 by eltoderContributorLoading…
Enable extrapolation for spreaded inflation curves
#316 opened Nov 14, 2025 by eltoderContributorLoading…
Documentation enhancements
#308 opened Aug 23, 2025 by rkapl123ContributorLoading…
@rolandlichters
mirror notional payment lag from coupon payment lag
#277 opened Nov 1, 2024 by Borgomi42ContributorLoading…
@mgroncki
3
extended yield curves by cheapesttodeliver
#228 opened Mar 24, 2024 by Borgomi42ContributorLoading…
@pcaspers
1
Allow negative paymentlag
#224 opened Mar 8, 2024 by kohnechContributorLoading…
@damienbarker
2
call enableExtrapolation() before h_.linkTo(p_) in YieldCurve
#194 opened Nov 14, 2023 by haoxiaofengContributorLoading…
@mgroncki
1
ProTip!no:milestone will show everything without a milestone.