Issues

• CapFloor engines misprice caps and floors on legs with negative gearing

  lballabio/QuantLib#3054 · Filter by author csarushan1729 opened on Nov 11, 2026

• ExponentialSplinesFitting ignores the last coefficient when kappa is fixed

  lballabio/QuantLib#3046 · Filter by author pengpengyi92 opened on Nov 11, 2026
  1

• QuantLib’s capped/floored year-on-year coupon eventual bug

  lballabio/QuantLib#3041 · Filter by author matssun opened on Nov 10, 2026
  1

• COSHestonEngine, AnalyticPTDHestonEngine and HestonRNDCalculator diverge as vol-of-vol -> 0, unlike AnalyticHestonEngine

  lballabio/QuantLib#3019 · Filter by author leafyoung opened on Nov 4, 2026

• sabrFlochKennedyVolatility returns NaN at beta=1 and at nu=0, both removable singularities

  lballabio/QuantLib#3018 · Filter by author leafyoung opened on Nov 4, 2026

• Avoid premature convergence from small chord-based solver steps

  lballabio/QuantLib#3013 · Filter by author Jackmeson1 opened on Nov 3, 2026
  3

• Lookback and fixingdays

  lballabio/QuantLib#3002 · Filter by author losterbr opened on Nov 1, 2026

• NaN quotes/rates are accepted by FlatForward and ZeroCurve and propagate silently to bond NPV (while an empty SimpleQuote raises)

  help wanted
  lballabio/QuantLib#2995 · Filter by author dani2annotti opened on Oct 31, 2026
  9

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

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

• Suggestion: named handles

  lballabio/QuantLib#2977 · Filter by author eltoder opened on Oct 30, 2026
  4

• 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
  3

• 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
  2

• EquityTotalReturnSwap: periodic resets and excess-return indices

  lballabio/QuantLib#2862 · Filter by author ThiagoRodriguess opened on Oct 8, 2026
  9

• 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
  15

• 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

• Pricing Bonds with face values other than $100

  help wanted
  lballabio/QuantLib#1768 · Filter by author bkhoor opened on Aug 15, 2023
  4