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Pull requests: lballabio/QuantLib
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Added check to check if engine_ is either bacheliercapfloorengine or …
#2582
opened May 15, 2026 by
Croudxd
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Override
atmLevel(Time) on Heston and Andreasen-Huge vol surfaces
#2581
opened May 14, 2026 by
quantales
Contributor
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Add
SmileSectionRNDCalculator for smile-implied marginals
#2580
opened May 14, 2026 by
quantales
Contributor
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Use make_unique for unique_ptr construction
#2579
opened May 14, 2026 by
jewonj0620
Contributor
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Add Doxygen documentation for LS regression and parametric exercise
#2576
opened May 12, 2026 by
Aida118
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Add Cubic__* interpolations and LinearThenFlat interpolation
#2566
opened May 9, 2026 by
ArsenP0doba
Contributor
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Add GenericRateHelper extending RelativeDateRateHelper
#2565
opened May 9, 2026 by
ArsenP0doba
Contributor
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Add VNBinomialVanillaEngine: LR tree with discrete-dividend interpola…
#2532
opened Apr 9, 2026 by
alienbrett
Contributor
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Add the double boundary case for QDFP and QD+ American Engine and analytical greeks for both
#2529
opened Apr 4, 2026 by
ozencgungor
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Added asymmetric payment frequency support for cross-currency basis swap rate helpers
#2528
opened Apr 1, 2026 by
justinli500
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Add QL_REQUIRE guard for negative forward price in BAW engine
#2492
opened Mar 19, 2026 by
cptfinch
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Fix SimpleThenCompounded NPV for long first coupon period
#2473
opened Mar 8, 2026 by
zippyg
Contributor
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Non-deliverable cross currency swap
#2413
opened Dec 31, 2025 by
marcin-rybacki
Contributor
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ProTip!
What’s not been updated in a month: updated:<2026-04-16.