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19 Open 155 Closed
19 Open 155 Closed
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Issues list

Inappropriate Shape of stock.spot Due to Floating-Point Precision
#638 opened Oct 12, 2024 by kano5266
1
ENH: Supporting clip_grad_norm_ in hedger.fit
#594 opened Feb 28, 2023 by masanorihirano
Costume Input Clarification
#587 opened Jul 31, 2022 by tjrs
ENH: Support for multi-asset derivatives
#584 opened Jun 26, 2022 by arcturius-gh
MAINT: Add calculation notes of exotic option prices/greeks
#555 opened Mar 20, 2022 by ghost
2 of 3 tasks
DOC: Add note on creating user-defined features
#549 opened Mar 14, 2022 by ghost
TEST: Add test of BS module for extreme values black-scholes Related to Black-Scholes model
#529 opened Mar 8, 2022 by ghost
BSEuropeanBinaryOption.gamma returns nan black-scholes Related to Black-Scholes model bug Something isn't working
#528 opened Mar 8, 2022 by masanorihirano
7
DOC: Example to implement cliquet documentation Improvements or additions to documentation note Related to documentation - note product Related to derivative products
#522 opened Mar 3, 2022 by ghost
1 task done
ENH: Add vanna, volga to autogreek autogreek Related to pfhedge.autogreek enhancement New feature or request
#511 opened Feb 28, 2022 by ghost
ENH: Add basket of correlated Brownian stocks enhancement New feature or request model Related to modeling
#499 opened Feb 18, 2022 by ghost
ENH: Hull-White model enhancement New feature or request model Related to modeling
#444 opened Jan 31, 2022 by ghost
ENH: Analytically calculate greeks in BS modules arithmetic Needs work on arithmetic black-scholes Related to Black-Scholes model enhancement New feature or request
#437 opened Dec 26, 2021 by ghost
6 of 10 tasks
3
ENH: Add lookback option with floating strike enhancement New feature or request product Related to derivative products
#398 opened Nov 10, 2021 by ghost
Implementation of state saving of stochastic modules series enhancement New feature or request
#227 opened Aug 18, 2021 by masanorihirano
ENH: Enable creating a derivative of a derivative enhancement New feature or request
#221 opened Aug 17, 2021 by ghost
ENH: Support BSLookbackOption put arithmetic Needs work on arithmetic black-scholes Related to Black-Scholes model enhancement New feature or request good first issue Good for newcomers
#106 opened Jun 19, 2021 by ghost
ENH: Support BSAmericanBinaryOption put arithmetic Needs work on arithmetic black-scholes Related to Black-Scholes model enhancement New feature or request good first issue Good for newcomers
#104 opened Jun 19, 2021 by ghost
ENH: Hedger.fit_price enhancement New feature or request good first issue Good for newcomers
#103 opened Jun 19, 2021 by ghost
ProTip! What’s not been updated in a month: updated:<2024-10-07.