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Pull requests: lballabio/QuantLib
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Fuse Predictor And Corrector Reduction Loops In
FractionalAdams::solve
#2761
opened Sep 1, 2026 by
colalb1
Contributor
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Cache the Riemann-Liouville quadrature weights in the rough Heston engine
#2758
opened Aug 30, 2026 by
colalb1
Contributor
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crash fixed due to throw an unhandled exception (QuantLib::Error)
#2757
opened Aug 30, 2026 by
koushal37
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Replace CMA-ES Eigendecomposition With a Cholesky Factorization
#2756
opened Aug 29, 2026 by
colalb1
Contributor
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Handle vanishing volatility in the Barone-Adesi-Whaley and Ju American engines
#2755
opened Aug 29, 2026 by
Abhayindia
Contributor
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Return the European value for an American put when early exercise is never optimal
#2754
opened Aug 29, 2026 by
mkzung
Contributor
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Fix convertible-bond dividend drop between evaluation and settlement …
#2752
opened Aug 29, 2026 by
LeonxLJX
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Fix lost coupon when a callability falls on a coupon date
#2748
opened Aug 27, 2026 by
advitrocks9
Contributor
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Fix binomial trees silently returning zero or NaN prices
#2729
opened Aug 15, 2026 by
mkzung
Contributor
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Fix OvernightIndexedCoupon ex-coupon accrued amount
#2695
opened Jul 28, 2026 by
PureSaber
Contributor
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2 tasks
Reuse iteration workspaces in BiCGstab solver
#2694
opened Jul 28, 2026 by
PureSaber
Contributor
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1 task
Reuse buffers in FdmDividendHandler dividend application
#2693
opened Jul 28, 2026 by
PureSaber
Contributor
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1 task
Reuse step buffer in SobolBrownianBridge random sequence generators
#2691
opened Jul 28, 2026 by
PureSaber
Contributor
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1 task
Add Thailand financial-institution holidays for 2026
#2686
opened Jul 27, 2026 by
PureSaber
Contributor
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2 tasks
Add South Korea Constitution Day (from 2026) and June 2026 election holiday
#2685
opened Jul 27, 2026 by
PureSaber
Contributor
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2 tasks
Make Coupon::accruedDays consistent with accruedPeriod in the ex window
#2652
opened Jul 9, 2026 by
jmboyd1
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Fix BondForward::spotIncome ex-coupon entitlement at both boundaries
#2651
opened Jul 9, 2026 by
jmboyd1
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Fix SimpleThenCompounded NPV for long first coupon period
#2473
opened Mar 8, 2026 by
zippyg
Contributor
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Non-deliverable cross currency swap
#2413
opened Dec 31, 2025 by
marcin-rybacki
Contributor
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ProTip!
What’s not been updated in a month: updated:<2026-08-02.
