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Issues: avhz/RustQuant

Roadmap to v1
#187 opened Feb 25, 2024 by avhz
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28 Open 97 Closed
28 Open 97 Closed
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Issues list

Finite-difference pricer tests failing.
#272 opened Oct 16, 2024 by avhz
2
Implement Exercise type.
#247 opened Jul 17, 2024 by avhz
Pricers: Re-work instruments::options module.
#245 opened Jul 17, 2024 by avhz
2 of 8 tasks
Implementation of the Milstein Scheme + a Monte Carlo Engine enhancement New feature or request
#244 opened Jul 15, 2024 by yfnaji
@yfnaji
2
Implement Cashflow Schedule Generation in Time Module for Pricing Models and Instruments
#226 opened Jun 22, 2024 by joaquinbejar
2
Roadmap to v1 difficult Hard or lengthy task. documentation Improvements or additions to documentation enhancement New feature or request help wanted Extra attention is needed
#187 opened Feb 25, 2024 by avhz
2 of 11 tasks
@avhz
Feature Request: Implement get_weights() method for Portfolio
#169 opened Dec 21, 2023 by 0xJepsen
1
Pricers: Interest Rate Swaps.
#143 opened Oct 19, 2023 by avhz
2
Add more calendars. good first issue Good for newcomers help wanted Extra attention is needed
#142 opened Oct 19, 2023 by avhz
23 of 40 tasks
@avhz
7
Implement a Surface type.
#141 opened Oct 19, 2023 by avhz
7
Unify ml input data type to one interface enhancement New feature or request
#138 opened Oct 9, 2023 by aatmunbaxi
@aatmunbaxi
3
Implement num_traits::identities::{One, Zero} for Variable enhancement New feature or request help wanted Extra attention is needed
#133 opened Sep 24, 2023 by avhz
12
Curve implementations. enhancement New feature or request
#96 opened Aug 26, 2023 by avhz
4 of 6 tasks
Pricers: Re-work instruments::bonds module. enhancement New feature or request help wanted Extra attention is needed
#88 opened Aug 24, 2023 by avhz
5
autodiff: add support for Jacobian and Hessian matrices. difficult Hard or lengthy task. enhancement New feature or request help wanted Extra attention is needed
#87 opened Aug 24, 2023 by avhz
4
Migrate over to num crate
#80 opened Jul 23, 2023 by Uzaaft
6
autodiff: improve the Graphviz visualisations. bug Something isn't working good first issue Good for newcomers help wanted Extra attention is needed
#74 opened Jul 15, 2023 by avhz
2 tasks
4
autodiff: re-structure to avoid lifetimes. difficult Hard or lengthy task. rework Re-work, re-structure, etc. Larger project.
#72 opened Jul 11, 2023 by avhz
8
autodiff: add support for nalgebra matrices/vectors. difficult Hard or lengthy task. enhancement New feature or request
#64 opened Jul 3, 2023 by avhz
@avhz
10
statistics: finish Distribution trait impls. chore Tedious chore. documentation Improvements or additions to documentation good first issue Good for newcomers help wanted Extra attention is needed
#58 opened Jun 27, 2023 by avhz
6 of 8 tasks
@avhz
Tests: Increase coverage to 90% +. chore Tedious chore. good first issue Good for newcomers help wanted Extra attention is needed
#57 opened Jun 27, 2023 by avhz
Create Python bindings using pyo3 and maturin. enhancement New feature or request
#39 opened Jun 2, 2023 by avhz
Decrease compile time. good first issue Good for newcomers help wanted Extra attention is needed
#26 opened May 25, 2023 by avhz
8
Implement calibration module using argmin crate. enhancement New feature or request
#22 opened May 22, 2023 by avhz
5
Documentation: improve docs. documentation Improvements or additions to documentation
#14 opened Mar 24, 2023 by avhz
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