Activity for QuantLib
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Pranshu Chugh posted a comment on ticket #99
Hi Luigi, Facing the same issue. Since the issue has been around for a while, hoping a solution would have been found by now. I have recently started working on QuantLib. Since I wanted to use intraday, I have compiled the library for python using SWIG. OS: MacOS Mojave Currently using it with Actual365Fixed convention. Funnily, I don't get the error at every instance, but at random points on the time data.
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Hi Luigi, Facing the same issue. Since the issue has been around for a while, hoping a solution would have been found by now. I have recently started working on QuantLib. Since I wanted to use intraday, I have compiled the library for python using SWIG. OS: MacOS Mojave Currently using it with Actual365Fixed convention. Funnily, I don't get the error at every instance, but at random points on the time data.
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Luigi Ballabio modified ticket #56
binomial tree support for non-flat interest rates
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Template-based Hull White model - correction of patch file
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IR Value At Risk via RiskMetrics
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Cross currency rate helper
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RateHelper for compounding swaps (basis swaps)
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QuantLibXL RateCurveFramework 64-bit Excel VBA patches
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def events not triggered in fwd time
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Negative treasury yield can not be computed
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ConvertOper string bug
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No session support in QuantLibXL
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QuantLib released /QuantLib/README.md
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Swaptions pricing in G2 model
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If this is still an issue, please submit it to https://github.com/lballabio/QuantLib/issues
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errors in syntheticcdo.cpp
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Moved to https://github.com/lballabio/QuantLib/issues/365
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Bootstrapping for bonds: Inconsistency in the clean price
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Clean and dirty prices should be accounted for correctly now.
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Problems in calculating the ParRates
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bmaindex method previousWednesday
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The behavior of the function is correct; if today is wednesday, we want today's date. The name of the function is wrong. It might be "lastWednesday" or something like this.
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Moved to https://github.com/lballabio/QuantLib/issues/364
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Problem in construction of trinomial tree
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ForecastFixing issue - option paying InArrears
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forecastFixing calculated d1 and d2 as Date d1 = valueDate(fixingDate); Date d2 = maturityDate(d1); maturityDate(d1) adds the tenor of the index, not the fixing days, so I don't see the calculations you're referring to.
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As compiling with QL_REAL=float is discouraged (the test suite fails) I think mentioning this might be more confusing than useful.
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Error in documentation of MersenneTwisterUniformRng
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TraitsID = "LogLinear" error in qlPiecewiseYieldCurve()
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TraitsID = "LogLinear" error in qlPiecewiseYieldCurve()
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Moved to https://github.com/lballabio/QuantLib/issues/363
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Moved to https://github.com/lballabio/QuantLib/issues/362
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Dynamics of twofactor modell
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Moved to https://github.com/lballabio/QuantLib/issues/361
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No defined process for Black-Karasinski
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Moved to https://github.com/lballabio/QuantLib/issues/360
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Schedule::until works incorrectly with non-full schedules
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qlCalendarBusinessDaysBetween
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If this still happens with the latest release, please file an issue at https://github.com/eehlers/QuantLibXL.
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Schedule is still buggy
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SWIG/CSharp/VS2010
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The SWIGSTDCALL issue was solved. Functions were given another implementation, but you can resubmit your code as a pull request on GitHub if you think it's more convenient than the current interface.
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If this is still relevant, may you open an issue at https://github.com/eehlers/QuantLibXL?
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If this is still happening, may you open an issue at https://github.com/eehlers/QuantLibXL?
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Schedule does not include termination date
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This should now be fixed by the work on the ISDA engine.
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