finmath/finmath-lib

Issues

• BussinessDateCalendar getRolledDate JavaDoc does not match implementation

  #94 opened 4 months ago by Snijder
  0

• CDS Schedules

  #72 opened 6 years ago by AlessandroGnoatto
  1

• Error with the xml files

  #92 opened 2 years ago by Mephistopheles-0
  0

• Eclipse: import “Project from Git” no longer works

  #85 opened 4 years ago by AlessandroGnoatto
  2

• Kotlin outdated

  #79 opened 4 years ago by thre3eye
  4

• Non-vanilla Bermudan Swaption

  #78 opened 5 years ago by summepau
  1

• Moment Explosions for stochastic volatility models.

  #44 opened 5 years ago by AlessandroGnoatto
  1

• Observer Pattern and lazy recalculation

  #39 opened 5 years ago by AlessandroGnoatto
  4

• Class Diagram is obsolete

  #71 opened 5 years ago by AlessandroGnoatto
  1

• question on SABRVolatilityCube

  #75 opened 5 years ago by summepau
  2

• Fourier Methods - Major rewrite needed.

  #41 opened 6 years ago by AlessandroGnoatto
  9

• Consider unification of models

  #45 opened 6 years ago by AlessandroGnoatto
  1

• Eclipse - JUnit not recognized - All tests are failing

  #67 opened 6 years ago by AlessandroGnoatto
  1

• Suggestion - use Travis to include jars in release

  #49 opened 7 years ago by IanMayo
  1

• TimeDiscretization inconsistency

  #58 opened 6 years ago by delreluca
  1

• Kotlin curve calibration test

  #59 opened 6 years ago by arizeo
  2

• Heston model characteristic function does not handle limit case xi=0

  #42 opened 7 years ago by cfries
  0

• Make finmath lib an OSGi bundle (again).

  #56 opened 7 years ago by cfries
  1

• Exception handling of multi-threaded Monte-Carlo simulation not informative.

  #55 opened 7 years ago by cfries
  0

• CapletVolatilitiesParametricCalibrationTest can run in a time out on Travis

  #54 opened 7 years ago by cfries
  0

• net.finmath.montecarlo.interestrate.products.indices.LIBORIndexTest may take very long.

  #53 opened 7 years ago by cfries
  0

• Add travis integration test for Java 8.

  #23 opened 7 years ago by cfries
  1

• Make (LIBOR) Correlation Models and Volatility Models truly immutable.

  #51 opened 7 years ago by cfries
  1

• Change implementation of getQuantile to comply with JavaDoc documentation.

  #52 opened 7 years ago by cfries
  4

• finmath-lib vs finmath-experiments

  #2 opened 11 years ago by aoboturov
  2

• Missing AbstractDiscountCurve class

  #35 opened 7 years ago by NiklasRodi
  0

• B&S ImpliedVolatilty for a put

  #19 opened 8 years ago by loogies06
  1

• Non-open source code?

  #15 opened 8 years ago by sanity
  4

• Implement (and fix) the End-of-Month rule in the ScheduleGenerator.

  #14 opened 8 years ago by cfries
  1

• Change default behaviours with system properties

  #9 opened 8 years ago by William1104
  4

• How to calcualte black-Scholes option value for put options?

  #12 opened 9 years ago by mrt181
  7

• implement please Serializable interface in optimizer package

  #5 opened 10 years ago by kicOLD
  2

• Update a REDAME.md file

  #1 opened 12 years ago by aoboturov
  0