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Pull requests: lballabio/QuantLib
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Improve test coverage for normal distribution + minor edge-case fix
#2781
opened Sep 12, 2026 by
losterbr
Contributor
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Fix
SmileSectionRNDCalculator tail quantiles for smiles with fat wings
#2772
opened Sep 8, 2026 by
quantales
Contributor
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Replace CMA-ES Eigendecomposition With a Cholesky Factorization
#2756
opened Aug 29, 2026 by
colalb1
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 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
Fix SimpleThenCompounded NPV for long first coupon period
in progress
#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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