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REF: rate fixings sensitivity requires ref ccy, settlement ccy and base ccy

derivatives

UI

Status: Open.

#1052 In attack68/rateslib;

· attack68 opened on Oct 8, 2025

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

Status: Open.

#1050 In attack68/rateslib;

· attack68 opened on Oct 1, 2025

BUG: IBOR rate method does not account for EOM

bugSomething isn't workingSomething isn't working

curves

scheduling

Status: Open.

#1032 In attack68/rateslib;

· attack68 opened on Aug 22, 2025

<code>base</code> NoInput yields unexpected results with <code>NonDeliverable</code> Periods and 3 currencies.

bugSomething isn't workingSomething isn't working

derivatives

fx

Status: Open.

#1030 In attack68/rateslib;

· mikelync opened on Aug 21, 2025

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

Status: Open.

#1029 In attack68/rateslib;

· mikelync opened on Aug 19, 2025

BUG: <code>XCS</code> leg2 does not handle <code>Amortization</code> in combination with FX setting

bugSomething isn't workingSomething isn't working

derivatives

scheduling

Status: Open.

#1018 In attack68/rateslib;

· attack68 opened on Aug 13, 2025

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

curves

derivatives

documentationImprovements or additions to documentationImprovements or additions to documentation

Status: Open.

#924 In attack68/rateslib;

· mikelync opened on Jun 13, 2025

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

documentationImprovements or additions to documentationImprovements or additions to documentation

fx

Status: Open.

#878 In attack68/rateslib;

· attack68 opened on May 30, 2025

DOC: Use Marimo for Interactivity within notebooks?

documentationImprovements or additions to documentationImprovements or additions to documentation

Status: Open.

#832 In attack68/rateslib;

· Yasin197 opened on May 20, 2025

BUG: UK Gilt long stub uses front split convention?

bugSomething isn't workingSomething isn't working

securities

Status: Open.

#801 In attack68/rateslib;

· attack68 opened on May 10, 2025

BUG: Unpriced Instruments concept and Solver interaction

bugSomething isn't workingSomething isn't working

curves

derivatives

solver

Status: Open.

#745 In attack68/rateslib;

· attack68 opened on Apr 14, 2025

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

curves

enhancementNew feature or requestNew feature or request

fx

Status: Open.

#728 In attack68/rateslib;

· attack68 opened on Apr 9, 2025