Comments (5)
poornagurram
commented on June 27, 2024
I'll take this up.
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domokane
commented on June 27, 2024
Great!
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poornagurram
commented on June 27, 2024
#49 - Enum Support
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idorrington92
commented on June 27, 2024
Hi, looks like the list of dates part of this was never implemented. I'm happy to do it if no one else is
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domokane
commented on June 27, 2024
Hi - I have not looked at this for a while. Please look into it and if you have a good solution then I would be happy if you could do it. Ideally it should be a solution that can be applied to many functions with minimum changes. So a helper function or other approach will be needed.
Best D
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Related Issues (20)
- argument type issue - FXVanillaOption with SABR model HOT 3
- Re-generate manual when master is updated HOT 5
- Date Schedule._generate issue HOT 2
- Example of SOFR curve
- Potential issues for CDS pricing HOT 4
- Major implementation change for ibor_swap? A notebook example doesn't tie out anymore. HOT 12
- Bond Curve Fitting HOT 1
- Inconsistency in Day Count in Index Curve? HOT 3
- CDSOption insensitive to vol for Receiver HOT 4
- Division with wrong day count convention causes incorrect forward rates HOT 1
- Bond OAS and accrued interest HOT 2
- barrierOpt.value issue HOT 2
- choose to apply a Black'76 in Fx Vanilla option HOT 1
- Build SOFR curve - suggestions
- Updated FINGBMPROCESS_generatePaths HOT 4
- Backtesting of Strategy HOT 4
- 'bond.print_payments' error HOT 2
- typo in "acccrued"
- Name 'swap_types' is not defined HOT 3
- How to deal with same maturity bonds for bootstrap curve?
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