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Commits : Listings

Analyzed about 9 hours ago. based on code collected about 11 hours ago.
Oct 30, 2025 — Oct 30, 2026
Commit Message Contributor Files Modified Lines Added Lines Removed Code Location Date
OSS-Fuzz: Add new fuzzer targets calendar operations (#2929)
Luigi Ballabio
More... about 13 hours ago
Merge branch 'master' into quantlib-calendars-fuzzer
Luigi Ballabio
More... about 14 hours ago
Price deep in-the-money calls on the Leisen-Reimer tree (#2915)
Luigi Ballabio
More... about 14 hours ago
OSS-Fuzz: Add new fuzzer targets matrix operation with corpora (#2930)
Luigi Ballabio
More... about 16 hours ago
Support American and Bermudan knock-outs in FdBlackScholesBarrierEngine (#2953)
Luigi Ballabio
More... about 17 hours ago
Heston Pricing Engine: enable AsymptoticChf control variate with alpha != -0.5 (#2900)
Luigi Ballabio
More... about 18 hours ago
Fix license
Arthur Chan
More... about 18 hours ago
Fix license
Arthur Chan
More... about 18 hours ago
Update license
Arthur Chan
More... about 19 hours ago
Fix License
Arthur Chan
More... about 20 hours ago
Include the dividend yield in the replicating variance swap engine (#2960)
Luigi Ballabio
More... about 20 hours ago
Remove unneeded SavedSettings instance
Luigi Ballabio
More... about 20 hours ago
Add advice for agents about test dates.
Luigi Ballabio
More... about 20 hours ago
Bound adaptive Gauss-Kronrod recursion and work (#2958)
Luigi Ballabio
More... about 20 hours ago
Remove extra test messages
Luigi Ballabio
More... about 21 hours ago
Deprecate unused methods
Luigi Ballabio
More... about 21 hours ago
Check the expected errors in the adaptive Gauss-Kronrod tests
Jackmeson1
More... about 21 hours ago
Speed up the fitting-parameter lookup in tree calibration (#2972)
Luigi Ballabio
More... 1 day ago
Apply the spot-on-barrier rule to Bermudans exercisable today
Jogi Sidhu
More... 1 day ago
Speed up the fitting-parameter lookup in tree calibration
Francois Botha
More... 1 day ago
Price Pearson spread puts when the conditional strike is not positive (#2955)
Luigi Ballabio
More... 1 day ago
Calculate spot at settlement date for convertible bonds (#2752)
Luigi Ballabio
More... 1 day ago
Price Turnbull-Wakeman Asian options when every fixing is known (#2954)
Luigi Ballabio
More... 1 day ago
Fix test
Luigi Ballabio
More... 1 day ago
Merge branch 'master' into fix/pearson-spread-negative-strike-puts
Luigi Ballabio
More... 2 days ago
Avoid unused variable warning
Luigi Ballabio
More... 2 days ago
Merge branch 'master' into fix/convertible-dividend-settlement-lag
Luigi Ballabio
More... 2 days ago
Update test comment
Luigi Ballabio
More... 2 days ago
Fix warning in C++20 and above
Luigi Ballabio
More... 2 days ago
Improve Markov-functional calibration validation and diagnostics (#2912)
Luigi Ballabio
More... 2 days ago