MarcusRainbow/QuantMath

Issues

• Check third party libraries

  #9 opened 7 years ago by MarcusRainbow
  8

• Interested in collaborating

  #48 opened 6 years ago by jonathanstrong
  2

• Serialisation

  #20 opened 6 years ago by MarcusRainbow
  1

• Sort out price recursion

  #31 opened 6 years ago by MarcusRainbow
  1

• Thread safety

  #6 opened 6 years ago by MarcusRainbow
  1

• Want an approximate JSON comparator

  #41 opened 6 years ago by MarcusRainbow
  1

• Facade

  #21 opened 6 years ago by MarcusRainbow
  0

• European on basket has wrong dependencies

  #40 opened 6 years ago by MarcusRainbow
  0

• Discount date

  #34 opened 6 years ago by MarcusRainbow
  0

• Implement risks

  #12 opened 6 years ago by MarcusRainbow
  1

• Calibrators

  #14 opened 6 years ago by MarcusRainbow
  1

• Test for time-bump in self-pricer

  #25 opened 6 years ago by MarcusRainbow
  1

• StickySpot dynamic

  #26 opened 6 years ago by MarcusRainbow
  0

• ex dates

  #22 opened 7 years ago by MarcusRainbow
  0

• Multiple results from price or mc_price

  #19 opened 7 years ago by MarcusRainbow
  0

• FX instrument and forward

  #18 opened 7 years ago by MarcusRainbow
  0

• Handle stochastic flows in Monte-Carlo

  #17 opened 7 years ago by MarcusRainbow
  0

• Lots more date rules

  #16 opened 7 years ago by MarcusRainbow
  0

• Lots more day-count conventions

  #15 opened 7 years ago by MarcusRainbow
  0

• Bump for correlation

  #13 opened 7 years ago by MarcusRainbow
  0

• BlackDiffusion works in spot space

  #11 opened 7 years ago by MarcusRainbow
  0

• Correlations

  #10 opened 7 years ago by MarcusRainbow
  0

• Rand uses a new seed each time

  #8 opened 7 years ago by MarcusRainbow
  0

• Sobol and other number generators

  #7 opened 7 years ago by MarcusRainbow
  0

• Markov functional model

  #5 opened 7 years ago by MarcusRainbow
  0

• Quanto, Composite and Basket instruments

  #4 opened 7 years ago by MarcusRainbow
  0

• Implement analytic asian pricer

  #3 opened 7 years ago by MarcusRainbow
  0

• Implement varswap instrument

  #2 opened 7 years ago by MarcusRainbow
  0