Skip to content

Pull requests: OpenSourceRisk/Engine

New pull request New
19 Open 147 Closed
19 Open 147 Closed
Author
Filter by author
Loading
Label
Filter by label
Loading
Use alt + click/return to exclude labels
or ⇧ + click/return for logical OR
Projects
Filter by project
Loading
Milestones
Filter by milestone
Loading
Reviews
Filter by reviews
No reviews Review required Approved review Changes requested
Assignee
Filter by who’s assigned
Assigned to nobody Loading
Sort
Sort by
Newest Oldest Most commented Least commented Recently updated Least recently updated Best match
Most reactions
👍 👎 😄 🎉 😕 ❤️ 🚀 👀

Pull requests list

Update README.md
#339 opened Apr 10, 2026 by corniemcdee01-cell Loading…
Enable extrapolation on SABR swaption vol cube
#338 opened Apr 9, 2026 by mattmenefee Loading…
2 tasks done
Add missing EndOfMonthConvention to xsd for Date based schedule
#336 opened Mar 9, 2026 by oszette Contributor Loading…
Add Base Currency column to scenario and stress test reports
#335 opened Mar 7, 2026 by mattmenefee Loading…
3 of 4 tasks
2
Add fixingDays parameter to applyStubInterpolation
#333 opened Feb 9, 2026 by oszette Contributor Loading…
Fix ORE-Swig build failure due to outdated reference
#331 opened Jan 23, 2026 by gbfredrik Contributor Loading…
Fix SwaptionVol configuration reference on check if we have a curve for the ccy in the default config
#330 opened Jan 13, 2026 by haoxiaofeng Contributor Loading…
Fix remaining 'boostrap' typo in QuantExt
#328 opened Jan 7, 2026 by killerdevildog Loading…
Fix Doxygen warnings
#327 opened Jan 5, 2026 by francisduffy Loading…
Add support for payment lag to XCCY fix float rate helpers
#323 opened Dec 8, 2025 by oszette Contributor Loading…
1
Boost dependency handling in CMake
#322 opened Dec 1, 2025 by francisduffy Loading…
Add missing Docker arguments, fix typo
#319 opened Nov 18, 2025 by glebd Loading…
Remove unused using
#317 opened Nov 14, 2025 by eltoder Contributor Loading…
Enable extrapolation for spreaded inflation curves
#316 opened Nov 14, 2025 by eltoder Contributor Loading…
Documentation enhancements
#308 opened Aug 23, 2025 by rkapl123 Contributor Loading…
@rolandlichters
mirror notional payment lag from coupon payment lag
#277 opened Nov 1, 2024 by Borgomi42 Contributor Loading…
@mgroncki
3
extended yield curves by cheapesttodeliver
#228 opened Mar 24, 2024 by Borgomi42 Contributor Loading…
@pcaspers
1
Allow negative paymentlag
#224 opened Mar 8, 2024 by kohnech Contributor Loading…
@damienbarker
2
call enableExtrapolation() before h_.linkTo(p_) in YieldCurve
#194 opened Nov 14, 2023 by haoxiaofeng Contributor Loading…
@mgroncki
1
ProTip! Updated in the last three days: updated:>2026-04-08.