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Need solution to the problem of default (global?) settings.

Status: Open.

#304 In avhz/RustQuant;

·avhz openedon Aug 31, 2025

Refactor <code>Calendar</code> trait and related structs to a single <code>Calendar</code> struct

choreTedious chore.Tedious chore.

enhancementNew feature or requestNew feature or request

reworkRe-work, re-structure, etc. Larger project.Re-work, re-structure, etc. Larger project.

Status: Open.

#303 In avhz/RustQuant;

·avhz openedon Aug 30, 2025

Finite-difference pricer tests failing.

testsUnit/integration test related.Unit/integration test related.

Status: Open.

#272 In avhz/RustQuant;

·avhz openedon Oct 16, 2024

Pricers: Re-work <code>instruments::options</code> module.

reworkRe-work, re-structure, etc. Larger project.Re-work, re-structure, etc. Larger project.

Status: Open.

#245 In avhz/RustQuant;

·avhz openedon Jul 17, 2024

Implementation of the Milstein Scheme + a Monte Carlo Engine

enhancementNew feature or requestNew feature or request

Status: Open.

#244 In avhz/RustQuant;

·yfnaji openedon Jul 15, 2024

Implement Cashflow Schedule Generation in Time Module for Pricing Models and Instruments

Status: Open.

#226 In avhz/RustQuant;

·joaquinbejar openedon Jun 22, 2024

Roadmap to <code>v1</code>

difficultHard or lengthy task.Hard or lengthy task.

documentationImprovements or additions to documentationImprovements or additions to documentation

enhancementNew feature or requestNew feature or request

help wantedExtra attention is neededExtra attention is needed

Status: Open.

#187 In avhz/RustQuant;

·avhz openedon Feb 25, 2024

Pricers: Interest Rate Swaps.

Status: Open.

#143 In avhz/RustQuant;

·avhz openedon Oct 19, 2023

Add more calendars.

good first issueGood for newcomersGood for newcomers

help wantedExtra attention is neededExtra attention is needed

Status: Open.

#142 In avhz/RustQuant;

·avhz openedon Oct 19, 2023

Implement a <code>Surface</code> type.

Status: Open.

#141 In avhz/RustQuant;

·avhz openedon Oct 19, 2023

Implement <code>num_traits::identities::{One, Zero}</code> for <code>Variable</code>

difficultHard or lengthy task.Hard or lengthy task.

enhancementNew feature or requestNew feature or request

help wantedExtra attention is neededExtra attention is needed

Status: Open.

#133 In avhz/RustQuant;

·avhz openedon Sep 24, 2023

<code>Curve</code> implementations.

enhancementNew feature or requestNew feature or request

Status: Open.

#96 In avhz/RustQuant;

·avhz openedon Aug 26, 2023