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Pull requests · domokane/FinancePy · GitHub

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Pull requests: domokane/FinancePy

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Pull requests list

fix: correct swaption pay/receive value mapping
#252 opened Aug 13, 2026 by DominicHong Contributor Loading…
2
Add example: exact Heston MC Greeks via AADC (144x speedup)
#251 opened Aug 7, 2026 by mar20tinha-dot Loading…
1
Correct README package paths
#246 opened Jul 22, 2026 by AIM-IT4 Loading…
Add one-month Ibor futures and settlement helpers
#243 opened Jul 9, 2026 by mpwaser Loading…
Add IborSingleCurve time day count regression test
#242 opened Jun 11, 2026 by gyx09212214-prog Loading…
[codex] Expose end-of-month scheduling on IborSwap
#240 opened Jun 9, 2026 by gyx09212214-prog Loading…
1
1
Duration & Metrics for IRS in FinancePy: Validation Against Bond Math by DONALD J. SMITH
#229 opened May 23, 2025 by piper0124 Loading…
2
ProTip! Exclude everything labeled bug with -label:bug.
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