Repository Issue Activity (beta)

#2764 DefaultProbabilityTermStructure::survivalProbability applies expired jumps and truncates on unsorted ones, unlike YieldTermStructure::discount

#2749 BaroneAdesiWhaley and JuQuadratic engines throw for an American put at low volatility

#2766 CashFlows::basisPointValue divides the convexity term by 100, reducing the documented 2nd-order expansion to ~1st order

#2633 LazyObject::calculate() not thread-safe with QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN

#2760 Add Rough Bergomi stochastic volatility process

#2701 Inconsistent settlement-date vs. evaluation-date anchoring for discrete dividends in `BinomialConvertibleEngine`

#2530 Perpetual Futures

#2632 Fine-tuning OpenMP pragma in TreeLattice::stepback()

#2737 JuQuadraticApproximationEngine returns NaN when the risk-free rate is exactly zero

#2740 Inconsistent order of arguments in CommodityType

#837 Callable bond further implementation

#2497 Exploration: suggestions for AI-assisted coding

#2731 `UniformLowDiscrepancySequenceGenerator` ignores its seed

#2732 Sobol' not always reproducible

#2710 ConstNotionalCrossCurrencySwapRateHelper: collateral leg's payment-schedule roll convention is taken from the overnight index (hardcoded Following), not configurable

#2717 Feature Request: Add MakeXCcyBasisSwap (or MakeCrossCurrencySwap) helper class

#2201 Instrument for cross currency basis swap

#1393 Using IMM-rolls swaps to build curves

#2257 Potential flaw in Actual/Actual Day Count Convetion when compared to ISDA docs, LSEG and Bloomberg

#2399 Question on fixing date used in notional adjustment of MtmCrossCurrencyBasisSwapRateHelper

#2172 SimpleThenCompounded convention applied incorrectly in bond price calculation

#2591 Expected behavior of DefaultProbabilityTermStructure::defaultProbability for intervals before the reference date

#2622 Is it worth replacing dynamic_pointer_cast<> in CashFlows::npvbps() and other methods

#753 review reference date adjustments in rate helpers

#1089 SOFR observation lag