Issues

• GaussJacobiPolynomial::beta throws 'can't compute b_k' for constructor-valid parameters

  lballabio/QuantLib#2991 · Filter by author leafyoung opened on Oct 31, 2026

• SABRInterpolation calibrates silently on negative input volatilities

  lballabio/QuantLib#2990 · Filter by author leafyoung opened on Oct 31, 2026

• ThirdWednesdayInclusive reported as 'unknown rule' in Schedule firstDate/nextToLastDate validation and catbond stubDate switch

  lballabio/QuantLib#2989 · Filter by author leafyoung opened on Oct 31, 2026

• DateGeneration::Zero with endOfMonth = true crashes with 'year outside valid range'

  lballabio/QuantLib#2988 · Filter by author leafyoung opened on Oct 31, 2026

• LagrangeInterpolation returns NaN when the first knot is at x = 0.0

  lballabio/QuantLib#2987 · Filter by author leafyoung opened on Oct 31, 2026
  1

• Suggestion: named handles

  lballabio/QuantLib#2977 · Filter by author eltoder opened on Oct 30, 2026
  1

• blackFormulaImpliedStdDevLiRS throws on near-ATM prices with small stdDev (NaN initial guess from ApproximationRS)

  lballabio/QuantLib#2973 · Filter by author Purva-Chaudhari opened on Oct 29, 2026
  1

• AnalyticBarrierEngine drops a non-negligible term at low volatility and large carry (down-and-out put ~5% too high)

  lballabio/QuantLib#2969 · Filter by author Beltran12138 opened on Oct 29, 2026

• can ql/experimental/mcbasket/mclongstaffschwartzpathengine.hpp and mcamericanpathengine.hpp be removed?

  lballabio/QuantLib#2966 · Filter by author pcaspers opened on Oct 28, 2026

• GeneralizedBlackScholesProcess::expectation() is missing the variance term

  lballabio/QuantLib#2951 · Filter by author pcaspers opened on Oct 25, 2026

• [Bug] DateGeneration::Backward resets cycle day-of-month when nextToLastDate is clamped by February (e.g. Aug 30 -> Feb 28)

  lballabio/QuantLib#2937 · Filter by author qiubill opened on Oct 22, 2026
  1

• [Bug] ActualActual::ISMA overwrites penultimate coupon date when schedule has both long first coupon and irregular final period

  lballabio/QuantLib#2936 · Filter by author qiubill opened on Oct 22, 2026

• BjerksundStensland returns the European value (~97% too low) when the trigger falls below the strike (negative carry, long maturity)

  lballabio/QuantLib#2903 · Filter by author Beltran12138 opened on Oct 15, 2026
  14

• AnalyticDoubleBarrierEngine misprices a strike outside the corridor (integrates from the strike instead of the barrier), and its default 5 series terms are not enough on a narrow corridor

  help wanted
  lballabio/QuantLib#2867 · Filter by author antonysc opened on Oct 8, 2026
  8

• Brazilian rates: CDI swap fixed-leg convention, DI1 futures and calendar tests

  lballabio/QuantLib#2863 · Filter by author ThiagoRodriguess opened on Oct 8, 2026
  1

• EquityTotalReturnSwap: periodic resets and excess-return indices

  lballabio/QuantLib#2862 · Filter by author ThiagoRodriguess opened on Oct 8, 2026
  6

• Suggestion: CalendarDays TimeUnit

  lballabio/QuantLib#2822 · Filter by author eltoder opened on Sep 24, 2026
  5

• Add Rough Bergomi stochastic volatility process

  lballabio/QuantLib#2760 · Filter by author dakshbtc opened on Sep 1, 2026
  4

• Feature Request: Add MakeXCcyBasisSwap (or MakeCrossCurrencySwap) helper class

  help wanted
  lballabio/QuantLib#2717 · Filter by author LZ1153 opened on Aug 7, 2026
  5

• Exploration: suggestions for AI-assisted coding

  help wanted
  lballabio/QuantLib#2497 · Filter by author lballabio opened on Mar 23, 2026
  8

• Question on fixing date used in notional adjustment of MtmCrossCurrencyBasisSwapRateHelper

  in progress
  lballabio/QuantLib#2399 · Filter by author aaroncgw opened on Dec 8, 2025
  8

• MultipleResetsSwap instrument and rate helper

  help wanted
  lballabio/QuantLib#2138 · Filter by author eltoder opened on Jan 16, 2025
  7

• Applying spreads to forward rates

  help wanted
  lballabio/QuantLib#2122 · Filter by author theomontel opened on Dec 14, 2024
  4

• backward start swap helper needed

  help wanted
  lballabio/QuantLib#1941 · Filter by author lennieye opened on Apr 6, 2024
  5

• Swap floating leg basis-point sensitivity includes coupons based on cashflow date - should it be fixing date?

  in progress
  lballabio/QuantLib#1779 · Filter by author tomwhoiscontrary opened on Aug 31, 2023
  16