All pull requests

Pull requests

• Use the global evaluation date in American, barrier and binary option tests

  #2994·destinyN1 opened Oct 31, 2026·

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• Handle ThirdWednesdayInclusive in Schedule stub-date validation

  #2993·saanvimundra opened Oct 31, 2026·

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• Keep finite power-times-CDF products in AnalyticBarrierEngine at low volatility

  #2992·anveshachuri opened Oct 31, 2026·

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• Feature/issue 2862 shyam equity total return swap

  #2986·jeganathan-shyam opened Oct 31, 2026·

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• Fix InverseCumulativePoisson for large means and probabilities near one

  #2984·Jackmeson1 opened Oct 30, 2026Contributor·

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• Measure geometric average-strike Asian times from the valuation date

  #2983·Jackmeson1 opened Oct 30, 2026Contributor·

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• Use a recursion instead of enumerating defaults in DefaultLatentModel::conditionalProbAtLeastNEvents

  #2982·auto-differentiation-dev opened Oct 30, 2026Contributor·

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• Avoid temporaries when adding samples to SequenceStatistics and DiscrepancyStatistics

  #2981·auto-differentiation-dev opened Oct 30, 2026Contributor·

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• Avoid duplicate kernel evaluations in KernelInterpolation

  #2980·Johnny-Kao opened Oct 30, 2026·

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• Claude/sleepy dijkstra 52uvi2

  #2978·raghavsubbarao opened Oct 30, 2026·

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• Price Choi Asian options in degenerate states

  #2976·leafyoung opened Oct 29, 2026·

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• Fix compilation of recent engines and tests with AD types

  #2975·auto-differentiation-dev opened Oct 29, 2026Contributor·

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• Avoid cancellation in the RS implied-standard-deviation approximation near the money

  #2974·Purva-Chaudhari opened Oct 29, 2026·

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• Resolve the grid time of callable-bond events once per lattice

  #2971·igitur opened Oct 29, 2026Contributor·

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• Count CMS, swaption and FX dates from the actual evaluation date

  #2964·Divyansh151005 opened Oct 28, 2026Contributor·

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• Use the value-maximising flat trigger in Bjerksund-Stensland

  #2963·himanshug9119 opened Oct 28, 2026Contributor·

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• add cache for path-independent quantities

  #2950·pcaspers opened Oct 24, 2026Contributor·

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• Fix issue EquityTotalReturnSwap periodic resets and excess-return indices issue #2862

  #2948·Emmankoko opened Oct 24, 2026·

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• Fix ActualActual ISMA with a long first and short last coupon

  #2946·jackiectl2 opened Oct 24, 2026·

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• Follow the Public Holidays Act in Botswana calendar

  #2945·raams95 opened Oct 23, 2026Contributor·

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• Resolve four stale TODO/FIXME comments

  #2933·Nityahapani opened Oct 22, 2026Contributor·

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• Fix InterpolatedYoYOptionletVolatilityCurve::maxDate() to return exact date

  #2932·Nityahapani opened Oct 22, 2026Contributor·

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• Resolve two TODOs in BlackVolatilitySurfaceDelta

  #2928·Nityahapani opened Oct 21, 2026Contributor·

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• Implement R-style pretty breaks in Histogram

  #2923·Nityahapani opened Oct 20, 2026Contributor·

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  7

• Implement two TODOs in RendistatoBasket/RendistatoCalculator

  #2922·Nityahapani opened Oct 20, 2026Contributor·

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  2