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Pull requests: OpenSourceRisk/Engine

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Pull requests list

Add missing EndOfMonthConvention to xsd for Date based schedule
#336 opened Mar 9, 2026 by oszette Loading…
Add Base Currency column to scenario reports
#335 opened Mar 7, 2026 by mattmenefee Loading…
2 of 3 tasks
2
Add fixingDays parameter to applyStubInterpolation
#333 opened Feb 9, 2026 by oszette Loading…
Fix ORE-Swig build failure due to outdated reference
#331 opened Jan 23, 2026 by gbfredrik Loading…
Fix SwaptionVol configuration reference on check if we have a curve for the ccy in the default config
#330 opened Jan 13, 2026 by haoxiaofeng Loading…
Fix remaining 'boostrap' typo in QuantExt
#328 opened Jan 7, 2026 by killerdevildog Loading…
Fix Doxygen warnings
#327 opened Jan 5, 2026 by francisduffy Loading…
Add support for payment lag to XCCY fix float rate helpers
#323 opened Dec 8, 2025 by oszette Loading…
1
Boost dependency handling in CMake
#322 opened Dec 1, 2025 by francisduffy Loading…
Add missing Docker arguments, fix typo
#319 opened Nov 18, 2025 by glebd Loading…
Remove unused using
#317 opened Nov 14, 2025 by eltoder Loading…
Enable extrapolation for spreaded inflation curves
#316 opened Nov 14, 2025 by eltoder Loading…
Documentation enhancements
#308 opened Aug 23, 2025 by rkapl123 Loading…
@rolandlichters
mirror notional payment lag from coupon payment lag
#277 opened Nov 1, 2024 by Borgomi42 Loading…
@mgroncki
3
extended yield curves by cheapesttodeliver
#228 opened Mar 24, 2024 by Borgomi42 Loading…
@pcaspers
1
Allow negative paymentlag
#224 opened Mar 8, 2024 by kohnech Loading…
@damienbarker
2
call enableExtrapolation() before h_.linkTo(p_) in YieldCurve
#194 opened Nov 14, 2023 by haoxiaofeng Loading…
@mgroncki
1
ProTip! What’s not been updated in a month: updated:<2026-02-10.