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QuantMath
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Multiple unsound issue
Status: Open.
#54
In MarcusRainbow/QuantMath;
·
lwz23
opened
on Feb 28, 2025
Interested in collaborating
Status: Open.
#48
In MarcusRainbow/QuantMath;
·
jonathanstrong
opened
on Dec 5, 2018
European on basket has wrong dependencies
Status: Open.
#40
In MarcusRainbow/QuantMath;
·
MarcusRainbow
opened
on Aug 17, 2018
Discount date
Status: Open.
#34
In MarcusRainbow/QuantMath;
·
MarcusRainbow
opened
on Jul 17, 2018
StickySpot dynamic
Status: Open.
#26
In MarcusRainbow/QuantMath;
·
MarcusRainbow
opened
on Jul 9, 2018
ex dates
Status: Open.
#22
In MarcusRainbow/QuantMath;
·
MarcusRainbow
opened
on Jul 3, 2018
Multiple results from price or mc_price
Status: Open.
#19
In MarcusRainbow/QuantMath;
·
MarcusRainbow
opened
on Jun 30, 2018
FX instrument and forward
Status: Open.
#18
In MarcusRainbow/QuantMath;
·
MarcusRainbow
opened
on Jun 30, 2018
Handle stochastic flows in Monte-Carlo
Status: Open.
#17
In MarcusRainbow/QuantMath;
·
MarcusRainbow
opened
on Jun 28, 2018
Lots more date rules
Status: Open.
#16
In MarcusRainbow/QuantMath;
·
MarcusRainbow
opened
on Jun 28, 2018
Lots more day-count conventions
Status: Open.
#15
In MarcusRainbow/QuantMath;
·
MarcusRainbow
opened
on Jun 28, 2018
Bump for correlation
Status: Open.
#13
In MarcusRainbow/QuantMath;
·
MarcusRainbow
opened
on Jun 28, 2018
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