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ENH: Reseries a Cube so it can price multiple different conventions of Swaptions

curves

derivatives

volatility

Status: Open.

#1290 In attack68/rateslib;

· attack68 opened on Apr 22, 2026

DEV: add a truncation date to fixings to allow back testing

Status: Open.

#1289 In attack68/rateslib;

· attack68 opened on Apr 12, 2026

STIRFuture with leg2_rate_fixings=Series silently drops fixings for RFR instruments

Status: Open.

#1288 In attack68/rateslib;

· conighion opened on Apr 12, 2026

ENH: add linear_days type accrual to all rate based periods, legs and instruments

Status: Open.

#1287 In attack68/rateslib;

· attack68 opened on Apr 7, 2026

REF: Decide how to implement _set_ad_order for pricing objects with manually updated nodes.

curves

solver

Status: Open.

#1242 In attack68/rateslib;

· attack68 opened on Mar 17, 2026

Idea: a Transaction class for registering trades for a book keeping perspective?

Status: Open.

#1202 In attack68/rateslib;

· mikelync opened on Jan 30, 2026

SPEC: no_gbb go T+1 settle in 2027, currently T+2

on hold

securities

Status: Open.

#1172 In attack68/rateslib;

· attack68 opened on Jan 17, 2026

ENH: Frequency.Months.IMM should extend to IMM definitions

scheduling

Status: Open.

#1144 In attack68/rateslib;

· attack68 opened on Jan 1, 2026

BUG: NDIRS calendar can forecast from left pipe but settle against right pipe

bugSomething isn't workingSomething isn't working

derivatives

scheduling

Status: Open.

#1133 In attack68/rateslib;

· mikelync opened on Dec 29, 2025

BUG: FXOption does not price forward or settlement within rate

bugSomething isn't workingSomething isn't working

derivatives

fx

volatility

Status: Open.

#1131 In attack68/rateslib;

· attack68 opened on Dec 24, 2025

IRVolCube design

derivatives

volatility

Status: Open.

#1099 In attack68/rateslib;

· iamorlando opened on Dec 6, 2025

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

book

documentationImprovements or additions to documentationImprovements or additions to documentation

Status: Open.

#1050 In attack68/rateslib;

· attack68 opened on Oct 1, 2025