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Non-vanilla Bermudan Swaption

Status: Open.

#78 In finmath/finmath-lib;

· summepau opened on May 21, 2020

CDS Schedules

help wanted

Status: Open.

#72 In finmath/finmath-lib;

· AlessandroGnoatto opened on May 2, 2019

Exception handling of multi-threaded Monte-Carlo simulation not informative.

enhancement

Status: Open.

#55 In finmath/finmath-lib;

· cfries opened on Jun 10, 2018

net.finmath.montecarlo.interestrate.products.indices.LIBORIndexTest may take very long.

bug

Status: Open.

#53 In finmath/finmath-lib;

· cfries opened on Jun 7, 2018

Suggestion - use Travis to include jars in release

help wanted

Status: Open.

#49 In finmath/finmath-lib;

· IanMayo opened on Jan 25, 2018

Heston model characteristic function does not handle limit case xi=0

enhancement

help wanted

Status: Open.

#42 In finmath/finmath-lib;

· cfries opened on Aug 26, 2017

Missing AbstractDiscountCurve class

Status: Open.

#35 In finmath/finmath-lib;

· NiklasRodi opened on Jul 20, 2017

B&S ImpliedVolatilty for a put

Status: Open.

#19 In finmath/finmath-lib;

· loogies06 opened on Apr 30, 2017