JQuantLib

1 → 75 of 202 results First • Previous • • Last
Critical
In Progress
#1209661 PiecewiseYieldCurveTest failed
JQuantLib 6
Critical
In Progress
#1209745 PiecewiseYieldCurve needs to be completed
JQuantLib 14
Critical
New
#1209871 Write complete test cases for Calendar
JQuantLib 6
Critical
New
#1209883 Rewrite TimeGrid
JQuantLib 6
Critical
New
#1209919 Complete DiscretizedDiscountBond
JQuantLib 6
Critical
In Progress
#1209983 Translate InterpolatedDiscountCurve to match QL097
JQuantLib 6
High
In Progress
#1209521 Finish translation for InterpolatedDiscountCurve
JQuantLib 6
High
New
#1209560 Verification of calendar classes
JQuantLib 6
High
New
#1209577 SobolRsg needs to be completed
JQuantLib 6
High
New
#1209621 OSGi :: proof of concept :: listenening events
JQuantLib 6
High
In Progress
#1209689 TermStructureTests commented out
JQuantLib 6
High
New
#1209746 Rework needed on TermStructureTest.testImpliedObs
JQuantLib 6
High
Incomplete
#1209838 Implement RandomNumbersTest
JQuantLib 6
High
In Progress
#1209885 Switch to QL 0.9.7
JQuantLib 6
High
New
#1209902 Review Array and Matrix classes and related stuff
JQuantLib 6
High
New
#1209930 MatrixTest.inverse fails
JQuantLib 6
High
New
#1209962 Improvements to JQL webpage
JQuantLib 6
High
In Progress
#1209976 Bond example: Review and translate(if required)
JQuantLib 6
High
In Progress
#1209977 Translate ConstantOptionletVolatility
JQuantLib 6
High
New
#1210010 Some times IRR can not find the right value.
JQuantLib 6
Medium
New
#1209530 Write test case on BlackVarianceSurface
JQuantLib 6
Medium
New
#1209534 Add more functionality to Calendars
JQuantLib 6
Medium
New
#1209536 Create accounts for LDAP bind
JQuantLib 6
Medium
New
#1209571 Complete class BasisIncompleteOrdered
JQuantLib 6
Medium
In Progress
#1209594 Need to Reactor US Calendar Test classes and add missing tests (2011,2012)
JQuantLib 6
Medium
New
#1209595 Upgrade calendars from QuantLib 0.9.6
JQuantLib 6
Medium
New
#1209610 Consider Q++ Studio for updating calendars (bank holidays)
JQuantLib 6
Medium
New
#1209612 Change CalendarUtil.checkHolidayList in order to consider holidays
JQuantLib 6
Medium
New
#1209614 Generate documentation for calendar test data
JQuantLib 6
Medium
New
#1209620 Verify how secure apache proxy configuration is
JQuantLib 6
Medium
New
#1209622 Translate missing classes needed by Monte Carlo
JQuantLib 6
Medium
New
#1209647 Poland calendar test cases need review
JQuantLib 6
Medium
New
#1209648 Indonesia test calendar needs data for 2004 and revision for 2009
JQuantLib 6
Medium
New
#1209649 Mexico calendar test cases need review
JQuantLib 6
Medium
New
#1209651 PMD: Detect usage of JUnit3.x
JQuantLib 6
Medium
New
#1209652 Implement Market calendar for Sweden Stoke Exchange - assigned.
JQuantLib 6
Medium
New
#1209653 Finland Calendar Incomplete. Have to implement Helsinki Stock Exchange and Settlement Calendar
JQuantLib 6
Medium
New
#1209674 Create documentation explaining how templates are translated to generics
JQuantLib 6
Medium
New
#1209675 Create documentation regarding desing decisions
JQuantLib 6
Medium
New
#1209683 Review org.jquantlib.math.optimization.EndCriteria
JQuantLib 6
Medium
New
#1209690 Implement finitedifference europen engine to clue the finite difference (ie. cranknicolson) stuff together so that we can ...
JQuantLib 6
Medium
New
#1209692 Write an article explaining the reasoning behind non-static inner classes
JQuantLib 6
Medium
New
#1209697 Review @category tags
JQuantLib 6
Medium
New
#1209698 Substitute printStackTrace
JQuantLib 6
Medium
New
#1209699 Remove "not allowed" from several error messages
JQuantLib 6
Medium
New
#1209700 Integrate QAlab in our pom.xml
JQuantLib 6
Medium
New
#1209705 Translate test cases which make use of BlackFormula
JQuantLib 6
Medium
Incomplete
#1209706 Translate BermudanOptions
JQuantLib 6
Medium
New
#1209707 PMD :: Create rule which detect a method parameter marked as @Unused which is used inside a method
JQuantLib 6
Medium
New
#1209709 Create @Natural and perform a full code review
JQuantLib 6
Medium
New
#1209710 Create @Size and perform a full code review
JQuantLib 6
Medium
New
#1209711 Move SVN out from SourceForge
JQuantLib 6
Medium
New
#1209713 Java Generics usage
JQuantLib 6
Medium
New
#1209714 Finish translation of DiscreteHedging
JQuantLib 6
Medium
New
#1209715 Code review when calling IllegalOperationException
JQuantLib 6
Medium
New
#1209724 TreeLattice2D
JQuantLib 6
Medium
New
#1209736 Translate swaps
JQuantLib 6
Medium
New
#1209737 Translate tests in TermStructuresTest related to swaps
JQuantLib 6
Medium
New
#1209744 More management reports in our build process
JQuantLib 6
Medium
New
#1209756 Review RandomNumber and RandomSequenceGenerator
JQuantLib 6
Medium
New
#1209763 Create demo application.
JQuantLib 6
Medium
New
#1209764 Write wiki entry about functionality and usage of Handle and Link
JQuantLib 6
Medium
New
#1209772 Write documentation about how to use Settings and Configuration
JQuantLib 6
Medium
New
#1209773 Translate optimization methods in org.jquantlib.math.optimization
JQuantLib 6
Medium
New
#1209774 Write matlab abstraction layer to access jquantlib
JQuantLib 6
Medium
New
#1209777 Review all classes in package org.jquantlib.model.shortrate
JQuantLib 6
Medium
New
#1209779 Identify trigonometrical operations
JQuantLib 6
Medium
Incomplete
#1209780 one argument per line method signatures
JQuantLib 6
Medium
New
#1209782 Implement DTrace
JQuantLib 6
Medium
New
#1209788 Test range of Date values
JQuantLib 6
Medium
New
#1209789 Review TridiagonalOperator, MixedScheme, Operator
JQuantLib 6
Medium
New
#1209790 Translation of NULL<T> needs to be fixed
JQuantLib 6
Medium
In Progress
#1209794 Review RateHelper
JQuantLib 6
Medium
New
#1209795 Review comments on FD engines
JQuantLib 6
Medium
New
#1209796 Review AnalyticContinuousGeometricAveragePriceAsianEngine
JQuantLib 6
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Bug supervisor:
Richard Gomes