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Differences in Schedule and FixedRateBond

Status: Open.

#189 In eddelbuettel/rquantlib;

· tomasnobrega opened on Aug 5, 2024

SabrSwaption example now fails on current parameters

Status: Open.

#169 In eddelbuettel/rquantlib;

· eddelbuettel opened on May 2, 2022

Greek calculation with "CrankNicolson"

Status: Open.

#158 In eddelbuettel/rquantlib;

· matthewgson opened on Sep 20, 2021

installation documentation for macOS is incorrect

Status: Open.

#154 In eddelbuettel/rquantlib;

· drchriscole opened on Mar 30, 2021

Bermudan swaption 'increment'

Status: Open.

#153 In eddelbuettel/rquantlib;

· ghost opened on Aug 11, 2020

New vanilla option FD schemes

Status: Open.

#139 In eddelbuettel/rquantlib;

· fcocquemas opened on Oct 23, 2019

Add vectorised version of cashflow functions

Status: Open.

#135 In eddelbuettel/rquantlib;

· DavideMagno opened on Jul 9, 2019

Split package off into core parts and 'Examples' ?

Status: Open.

#127 In eddelbuettel/rquantlib;

· eddelbuettel opened on Dec 8, 2018

Add integration routines?

Status: Open.

#17 In eddelbuettel/rquantlib;

· eddelbuettel opened on Sep 17, 2015