Issues

• Preserve time fields in Date.add_tenor

  domokane/FinancePy#390 · Filter by author dajiaohuang opened on Oct 3, 2026

• Reject mismatched bump_sizes in apply_composite_bump

  domokane/FinancePy#388 · Filter by author dajiaohuang opened on Oct 3, 2026
  1

• CIR zero_price: tiny volatility produces 2.24e96 instead of 0.68827

  domokane/FinancePy#264 · Filter by author kadyrbekovhamit-cyber opened on Sep 15, 2026
  1

• EquityVolSurfaceConstructionSVI.ipynb EquityVolSurface.check_calibration() too many arguments

  domokane/FinancePy#226 · Filter by author JustiP3 opened on May 8, 2025
  1

• cliquet option with global floor and local cap + VolSwap valuation

  domokane/FinancePy#221 · Filter by author florianAIM opened on Feb 20, 2025
  2

• Build SOFR curve - suggestions

  domokane/FinancePy#202 · Filter by author thanhuwe8 opened on Nov 17, 2023

• choose to apply a Black'76 in Fx Vanilla option

  domokane/FinancePy#200 · Filter by author CNiemans opened on Nov 2, 2023
  1

• Inconsistency in Day Count in Index Curve?

  domokane/FinancePy#191 · Filter by author YimingZhang07 opened on Jul 24, 2023
  4

• Example of SOFR curve

  domokane/FinancePy#186 · Filter by author suhasghorp opened on Jun 10, 2023

• Some swap suggestions

  domokane/FinancePy#177 · Filter by author vlade21 opened on Apr 11, 2023

• Add Equity Vol product

  domokane/FinancePy#117 · Filter by author LaGuiche55 opened on Nov 4, 2021
  8

• Add Equity Autocallable product

  domokane/FinancePy#116 · Filter by author LaGuiche55 opened on Nov 4, 2021
  1

• FinEquityVolSurfacePlus

  domokane/FinancePy#76 · Filter by author mattdoub opened on Mar 2, 2021
  3

• Vol Cube Object

  domokane/FinancePy#67 · Filter by author mwalkup55 opened on Jan 20, 2021
  1

• Normal SABR calibration

  domokane/FinancePy#66 · Filter by author mwalkup55 opened on Jan 20, 2021
  3

• Implement numba'd conjugate gradient minimiser

  Algorithm specialistenhancementgood first issue
  domokane/FinancePy#59 · Filter by author domokane opened on Jan 2, 2021
  4

• Few common payoffs missing for FX

  Finance Quantgood first issue
  domokane/FinancePy#51 · Filter by author mattdoub opened on Dec 25, 2020
  5

• Add Extra Interpolation and Spline Methods for Funding curves

  domokane/FinancePy#46 · Filter by author domokane opened on Oct 30, 2020
  2

• Curve Building OIS and IBOR

  domokane/FinancePy#42 · Filter by author domokane opened on Oct 7, 2020

• Cross Currency Basis Swap Pricer

  enhancementFinance Quantgood first issue
  domokane/FinancePy#34 · Filter by author domokane opened on Oct 2, 2020

• Bond Portfolio Object for Strategy Analysis

  enhancementFinance Quantgood first issue
  domokane/FinancePy#32 · Filter by author domokane opened on Oct 1, 2020
  8

• Counterparty Value Adjustment Framework

  enhancementFinance Quant
  domokane/FinancePy#31 · Filter by author domokane opened on Oct 1, 2020

• Callable Fixed-to-Floating (Tier1-style) Bonds

  enhancementFinance Quant
  domokane/FinancePy#30 · Filter by author domokane opened on Oct 1, 2020
  3

• Mortgage Backed Security - Prepayment vector object

  enhancementFinance Quant
  domokane/FinancePy#29 · Filter by author domokane opened on Oct 1, 2020

• BGM Model Swaption Calibration

  enhancementFinance Quant
  domokane/FinancePy#28 · Filter by author domokane opened on Oct 1, 2020