JQuantLib

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Critical
In Progress
#1209745 PiecewiseYieldCurve needs to be completed
JQuantLib 14
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
In Progress
#1209977 Translate ConstantOptionletVolatility
JQuantLib 6
Medium
New
#1209571 Complete class BasisIncompleteOrdered
JQuantLib 6
Medium
New
#1209595 Upgrade calendars from QuantLib 0.9.6
JQuantLib 6
Medium
New
#1209622 Translate missing classes needed by Monte Carlo
JQuantLib 6
Medium
New
#1209705 Translate test cases which make use of BlackFormula
JQuantLib 6
Medium
Incomplete
#1209706 Translate BermudanOptions
JQuantLib 6
Medium
New
#1209714 Finish translation of DiscreteHedging
JQuantLib 6
Medium
New
#1209736 Translate swaps
JQuantLib 6
Medium
New
#1209773 Translate optimization methods in org.jquantlib.math.optimization
JQuantLib 6
Medium
New
#1209805 class Disposable is incomplete
JQuantLib 6
Medium
New
#1209806 Finish translation of LiborForwardModelProcess
JQuantLib 6
Medium
New
#1209822 final review and code completion on bond and related classes
JQuantLib 6
Medium
New
#1209823 sobolrsg changed betweenn 0.8.1 and 0.9.7, alternative primitive polynomials
JQuantLib 6
Medium
New
#1209831 Fix CholeskyDecomposition and EigenvalueDecomposition
JQuantLib 6
Medium
New
#1209832 Complete SymetricSchurDecomposition
JQuantLib 6
Medium
New
#1209833 Review and debug SVD
JQuantLib 6
Medium
New
#1209834 Create Arguments and Results for class CapFloor
JQuantLib 6
Medium
New
#1209863 Translate all quotes classes and test cases
JQuantLib 6
Medium
New
#1209893 Complete Payoff hierarchy
JQuantLib 6
Medium
New
#1209901 Translate Quotes hierarchy
JQuantLib 6
Medium
Confirmed
#1209914 Complete DiscountingSwapEngine
JQuantLib 6
Medium
New
#1209918 Complete DiscretizedConvertible
JQuantLib 6
Medium
New
#1209921 Business252 DayCounter has missing dayCount implementation
JQuantLib 6
Medium
New
#1209922 FixedRateCoupon class needs some updates to match 0.9.7
JQuantLib 6
Medium
New
#1209929 Finish OptimizerTest
JQuantLib 6
Medium
In Progress
#1209931 Implement AbcdSquared
JQuantLib 6
Medium
New
#1209932 Implement GaussLobattoIntegral
JQuantLib 6
Medium
New
#1209933 Implement missing interpolations
JQuantLib 6
Medium
New
#1209934 Implement SabrInterpolation
JQuantLib 6
Medium
New
#1209935 Implement ConvexMonotoneInterpolation
JQuantLib 6
Medium
New
#1209936 Implement AbcdInterpolation
JQuantLib 6
Medium
New
#1209937 Translate SplineGrid and MultiCubicSpline
JQuantLib 6
Medium
New
#1209938 BarrierOptionTest#testPerturbative needs to be translated
JQuantLib 6
Medium
New
#1209947 Complete class PseudoSqrt
JQuantLib 6
Medium
In Progress
#1209963 Translate CmsRateBond class
JQuantLib 6
Medium
New
#1209973 Review and translate LmFixedVolatilityModel to match QL097
JQuantLib 6
Medium
New
#1209974 Review implementation and usage of Array class to match QL097
JQuantLib 6
Medium
In Progress
#1209997 Translate ConvexMonotone
JQuantLib 6
Medium
Confirmed
#1210000 Translate Inflation Index Classes
JQuantLib 6
Medium
New
#1210002 Complete AnalyticCapFloorEngine
JQuantLib 6
Low
New
#1209625 SingaporeCalendarTest needs more test cases
JQuantLib 6
Low
New
#1209632 SlovakiaCalendarTest needs reliable data for 2004 and 2006
JQuantLib 6
Low
New
#1209925 TermStructures need some retranslation for 0.9.7.
JQuantLib 6
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Bug supervisor:
Richard Gomes