JQuantLib

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Critical
New
#1209883 Rewrite TimeGrid
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
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
#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
#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
#1209698 Substitute printStackTrace
JQuantLib 6
Medium
New
#1209699 Remove "not allowed" from several error messages
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
#1209713 Java Generics usage
JQuantLib 6
Medium
New
#1209715 Code review when calling IllegalOperationException
JQuantLib 6
Medium
New
#1209724 TreeLattice2D
JQuantLib 6
Medium
New
#1209756 Review RandomNumber and RandomSequenceGenerator
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
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
Medium
New
#1209798 code review :: CumulativeBinomialDistribution
JQuantLib 6
Medium
New
#1209799 code review :: BivariateNormalDistribution
JQuantLib 6
Medium
New
#1209808 Review public methods which should be package private
JQuantLib 6
Medium
New
#1209810 Remove inner class MathUtil from class GeneralStatistics
JQuantLib 6
Medium
New
#1209819 Evaluate IEEEremainder
JQuantLib 6
Medium
New
#1209830 Fix QRDecomposition
JQuantLib 6
Medium
New
#1209839 Please review MersenneTwisterUniformRng API
JQuantLib 6
Medium
Incomplete
#1209846 The implementation of adjust method in AbstractCalendar class is not correct
JQuantLib 6
Medium
In Progress
#1209847 The implementation of isEndOfMonth method in AbstractCalendar class is not correct
JQuantLib 6
Medium
New
#1209855 Review usage of pimpl idiom
JQuantLib 6
Medium
New
#1209856 TermStructuresTest#testImpliedObs --> Porting appears different than QL 0.9.7
JQuantLib 6
Medium
New
#1209878 Review BinomialTree and TrinomialTree
JQuantLib 6
Medium
New
#1209886 Review equality tests with classes employing pimpl idiom
JQuantLib 6
Medium
New
#1209895 Review Instrument and PricingEngine hierarchy
JQuantLib 6
Medium
New
#1209897 Review GeneralizedBlackScholesProcess to conform to QL 0.9.7
JQuantLib 6
Medium
New
#1209903 Review optimization classes
JQuantLib 6
Medium
New
#1209907 Review exceptions :: should throw LibraryException
JQuantLib 6
Medium
New
#1209908 Review FDVanillaEngine hierarchy
JQuantLib 12
Medium
New
#1209910 Get rid of System.out and System.err in v0.1.3
JQuantLib 6
Medium
New
#1209915 Code review: CapHelper
JQuantLib 6
Medium
New
#1209916 SortingAlgorithms not found on 0.9.7
JQuantLib 6
Medium
New
#1209917 PairSortingAlgorithms not found on 0.9.7
JQuantLib 6
Medium
New
#1209920 Implement Lattice#equals and Lattice#hashCode
JQuantLib 6
Medium
New
#1209926 BermudanExercise with Binomial and Trinomial trees
JQuantLib 6
Medium
New
#1209928 refactor method name()
JQuantLib 6
Medium
New
#1209939 VanillaSwap :: Fix deviation from QuantLib
JQuantLib 6
Medium
New
#1209940 Review VanillaSwap
JQuantLib 6
Medium
New
#1209942 Fix RelinkableHandle
JQuantLib 6
Medium
New
#1209943 Code review :: ExchangeRateManager
JQuantLib 6
Medium
New
#1209944 Code review :: BlackCapFloorEngine
JQuantLib 6
Medium
New
#1209945 Code review :: CapFloor
JQuantLib 6
Medium
In Progress
#1209950 Review classes Money and Currency
JQuantLib 6
Medium
New
#1209952 Would you make the javadoc more clear
JQuantLib 6
Medium
In Progress
#1209957 Complete FixedRateBondHelper
JQuantLib 6
Medium
In Progress
#1209958 Complete RelativeRateHelper
JQuantLib 6
Medium
New
#1209969 Unnecesary instantiations of Array objects
JQuantLib 6
Medium
New
#1209971 Change from List<Time> to Array in class DiscretizedConvertible
JQuantLib 6
Medium
New
#1209982 Review QL.require and QL.ensure messages
JQuantLib 6
Medium
New
#1209992 Make JQuantLib thread safe
JQuantLib 6
Medium
New
#1210001 Get rid of DynamicProxyInvocationHandler
JQuantLib 6
Medium
New
#1210003 Review class LineSearchBasedMethod
JQuantLib 6
Medium
New
#1210004 Cannot include in the war application
JQuantLib 6
Medium
New
#1210006 skipTo maethod in SobolRsg class
JQuantLib 6
Medium
New
#1210011 Rename methods in order to mimic operator overloading implemented in Scala
JQuantLib 6
Low
New
#1209584 Code review on org.jquantlib.util.stdlibc.Std
JQuantLib 14
Low
New
#1209596 Replace "unknown market" in calendar classes
JQuantLib 6
Low
New
#1209604 China Calendar Doesn't have 2009 List of Holidays
JQuantLib 6
Low
New
#1209668 reduce the usage of logger
JQuantLib 6
Low
In Progress
#1209755 (recurrent task) QA :: verify headers
JQuantLib 6
Low
New
#1209850 Proof of concept using OSGi and the rewritten Date class
JQuantLib 6
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Bug supervisor:
Richard Gomes