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ERRATA: "Coding Interest Rates: FX Swaps and Bonds" (edition 1)
#322 · attack68 opened on Aug 14, 2024
ERRATA: "Coding Interest Rates: FX, Swaps and Bonds" (edition 2)
#1050 · attack68 opened on Oct 1, 2025

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BUG: <code>FXOption</code> does not price <code>forward</code> or <code>settlement</code> within <code>rate</code>

#1131

· attack68 opened

on Dec 24, 2025

IRVolCube design

#1099

· iamorlando opened

on Dec 6, 2025

ERRATA: "Coding Interest Rates: FX, Swaps and Bonds" (edition 2)

#1050

· attack68 opened

on Oct 1, 2025

BUG: IBOR rate method does not account for EOM

#1032

· attack68 opened

on Aug 22, 2025

check <code>repr</code> on a <code>NamedCal</code>

#1029

· mikelync opened

on Aug 19, 2025

DOC: document Curve calendar and convention - how it is used to forecast <code>FloatPeriod</code> fixings.

#924

· mikelync opened

on Jun 13, 2025

DOC: document creating an FXRates array with float or with Dual for purpose of immediate rates.

#878

· attack68 opened

on May 30, 2025

DOC: Use Marimo for Interactivity within notebooks?

#832

· Yasin197 opened

on May 20, 2025

BUG: Unpriced Instruments concept and Solver interaction

#745

· attack68 opened

on Apr 14, 2025

ENH: add a Cache definition for <code>FXDeltaVolSmile</code>

#728

· attack68 opened

on Apr 9, 2025

BUG: FRN <code>ytm</code> requires accrued for dirty prices

#665

· attack68 opened

on Jan 29, 2025

ENH: set a time label on months if length of axis is measured (MatPlotLib)

#664

· attack68 opened

on Jan 29, 2025