frontmark/jupyter-notebooks

Issues

• Sector::fromString in Issuer.cpp buggy

  #23 opened 4 years ago by FuggeWolf
  0

• Change BondSpecification interface

  #22 opened 4 years ago by FuggeWolf
  0

• Consistency Checks: Coupon Dates <=> Coupons, Coupon Periods <=> Spreads

  #13 opened 4 years ago by FuggeWolf
  1

• Issue Date before Expiry Date

  #14 opened 4 years ago by FuggeWolf
  3

• Extension of BondSpecification interface by Caps/Floors

  #12 opened 4 years ago by FuggeWolf
  5

• Incomplete serialisation of BaseSpecification

  #9 opened 4 years ago by FuggeWolf
  1

• Bug in Schedule Generation

  #17 opened 4 years ago by FuggeWolf
  1

• Inconsistent implementation of roll conventions: MODIFIED_PRECEDING

  #19 opened 4 years ago by FuggeWolf
  1

• Erroneous deposit specification in bootstrapper

  #21 opened 4 years ago by FuggeWolf
  1

• Bug in Roll Convention MODIFIED_FOLLOWING_EOM

  #18 opened 4 years ago by FuggeWolf
  1

• Missing Default Pricer for Bonds

  #10 opened 4 years ago by FuggeWolf
  1

• Incomplete Swig Interface for Bootstrapping

  #20 opened 4 years ago by FuggeWolf
  0

• Fix function BarrierOptionPricerWilmmott in barrier_options notebook

  #6 opened 4 years ago by traktor31
  0

• Bug in function bootstrap_curve

  #16 opened 4 years ago by Schlendrian
  1

• Bugfix Japanese Inflation Interpolation

  #15 opened 4 years ago by FuggeWolf
  0

• Missing Default for getRho()

  #11 opened 4 years ago by FuggeWolf
  0

• Align library aliases across notebooks

  #5 opened 4 years ago by traktor31
  0