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discount curve from fx forwards / cross currency basis swaps
enhancement
New feature or request
Finance Quant
good first issue
Good for newcomers
Python Task
#102
opened Aug 8, 2021 by
ahabre
Numba specialist to Examine how to JIT Optimisers
Numba Expertise
Python Task
#62
opened Jan 10, 2021 by
domokane
Implement numba'd conjugate gradient minimiser
Algorithm specialist
enhancement
New feature or request
good first issue
Good for newcomers
#59
opened Jan 2, 2021 by
domokane
FinDate Optimisation
enhancement
New feature or request
good first issue
Good for newcomers
Numba Expertise
Python Task
#55
opened Dec 29, 2020 by
domokane
Implied Volatility for FX Options
Finance Quant
good first issue
Good for newcomers
#53
opened Dec 27, 2020 by
domokane
Few common payoffs missing for FX
Finance Quant
good first issue
Good for newcomers
#51
opened Dec 25, 2020 by
mattdoub
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