Search results

LazyObject::calculate() not thread-safe with QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN

Status: Open.

#2633 In lballabio/QuantLib;

· UnitedMarsupials opened on Jun 17, 2026

Fine-tuning OpenMP pragma in TreeLattice::stepback()

Status: Open.

#2632 In lballabio/QuantLib;

· UnitedMarsupials opened on Jun 17, 2026

Is it worth replacing dynamic_pointer_cast<> in CashFlows::npvbps() and other methods

Status: Open.

#2622 In lballabio/QuantLib;

· pcaspers opened on Jun 10, 2026

Expected behavior of DefaultProbabilityTermStructure::defaultProbability for intervals before the reference date

Status: Open.

#2591 In lballabio/QuantLib;

· jewonj0620 opened on May 19, 2026

Perpetual Futures

Status: Open.

#2530 In lballabio/QuantLib;

· waynelapierre opened on Apr 7, 2026

Exploration: suggestions for AI-assisted coding

help wanted

Status: Open.

#2497 In lballabio/QuantLib;

· lballabio opened on Mar 23, 2026

Question on fixing date used in notional adjustment of MtmCrossCurrencyBasisSwapRateHelper

in progress

Status: Open.

#2399 In lballabio/QuantLib;

· aaroncgw opened on Dec 8, 2025

Potential flaw in Actual/Actual Day Count Convetion when compared to ISDA docs, LSEG and Bloomberg

Status: Open.

#2257 In lballabio/QuantLib;

· denisgeogeo opened on Jul 4, 2025

Instrument for cross currency basis swap

in progress

Status: Open.

#2201 In lballabio/QuantLib;

· LZ1153 opened on Apr 16, 2025

SimpleThenCompounded convention applied incorrectly in bond price calculation

help wanted

Status: Open.

#2172 In lballabio/QuantLib;

· lballabio opened on Mar 11, 2025

MultipleResetsSwap instrument and rate helper

help wanted

Status: Open.

#2138 In lballabio/QuantLib;

· eltoder opened on Jan 16, 2025

Applying spreads to forward rates

help wanted

Status: Open.

#2122 In lballabio/QuantLib;

· theomontel opened on Dec 14, 2024