All pull requests

Pull requests

• Resolve four stale TODO/FIXME comments

  #2933·Nityahapani opened Oct 22, 2026Contributor·

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• Fix InterpolatedYoYOptionletVolatilityCurve::maxDate() to return exact date

  #2932·Nityahapani opened Oct 22, 2026Contributor·

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• OSS-Fuzz: Improve the interpolations fuzzer and add corpora

  #2931·arthurscchan opened Oct 22, 2026·

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• OSS-Fuzz: Add new fuzzer targets matrix operation with corpora

  #2930·arthurscchan opened Oct 22, 2026·

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• OSS-Fuzz: Add new fuzzer targets calendar operations

  #2929·arthurscchan opened Oct 22, 2026·

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• Resolve two TODOs in BlackVolatilitySurfaceDelta

  #2928·Nityahapani opened Oct 21, 2026Contributor·

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• Fix dividends and volatility in AnalyticBlackVasicekEngine

  #2927·mahimn01 opened Oct 21, 2026·

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• Stabilize the Levy Asian engine at low volatility

  #2926·Jackmeson1 opened Oct 21, 2026Contributor·

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• Price partial-time lookbacks when the carry is zero

  #2925·Jackmeson1 opened Oct 21, 2026Contributor·

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• Invert Bachelier prices just above intrinsic instead of returning zero

  #2924·Abhayindia opened Oct 20, 2026Contributor·

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• Implement R-style pretty breaks in Histogram

  #2923·Nityahapani opened Oct 20, 2026Contributor·

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• Implement two TODOs in RendistatoBasket/RendistatoCalculator

  #2922·Nityahapani opened Oct 20, 2026Contributor·

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• Replace local PHID/ND2 with QuantLib distribution classes

  #2921·Nityahapani opened Oct 20, 2026Contributor·

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• Add Teachers' Day, Retrocession Day and Constitution Day to Taiwan calendar

  #2920·raams95 opened Oct 20, 2026Contributor·

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• Fix Margrabe gammas and theta for quantities other than one

  #2918·mkzung opened Oct 19, 2026Contributor·

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• Discount the first asset's dividends in two-asset barrier knock-ins

  #2917·mkzung opened Oct 19, 2026Contributor·

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• Fix flat payoff extrapolation endpoint

  #2916·losterbr opened Oct 18, 2026Contributor·

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• Price deep in-the-money calls on the Leisen-Reimer tree

  #2915·Divyansh151005 opened Oct 18, 2026·

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• Keep finite-difference American prices at the exercise value

  #2914·Divyansh151005 opened Oct 18, 2026·

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• Automated fixes by clang-tidy

  #2913·lballabio-bot opened Oct 18, 2026Contributor·

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• Improve Markov-functional calibration validation and diagnostics

  #2912·losterbr opened Oct 17, 2026Contributor·

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• Fix/alpha finder robustness

  #2910·losterbr opened Oct 17, 2026Contributor·

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• Expand cash-flow analysis test coverage

  #2909·losterbr opened Oct 17, 2026Contributor·

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• Avoid underflow in the non-central chi-square distribution

  #2908·nicoloangileri opened Oct 17, 2026·

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• Keep the Barone-Adesi-Whaley critical-price seed on the right side of the strike

  #2907·himanshug9119 opened Oct 16, 2026·

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