Fredrik Gerdin Börjesson
Fredrik Gerdin Börjesson
Hi, We were looking at making some contributions to the user guide but found it a little difficult with the many (sub-)sections being split a little differently. A few of...
Hi, These two fields are missing from the guide. Adding them makes it easier to generate the correct FX conventions.
Hi! Our IDE (PyCharm) used when developing our integrations against ORE makes a big fuss about the XSDs not including all of their dependencies.
Hi, We find it useful to allow toggling the extrapolation method, which currently would default to 'Flat' for delta skews. The code changes here are borrowed from the commodity delta...
Hi, I think these old branching and deprecation handling definitions can be safely removed. It seems the bond curve fitting test would not even trigger before due to the version...
Hi, I wanted to lift an issue on the user guide to collect and track documentation faults, inconsistencies, and other requested bits. Some of these I hope to fix and...
Hi, We'd like to add these aliases for the SOFR and XPAR calendars. I extended the XSDs and docs (also for the null calendar, currently commented out).
Hi! While writing booleans to some XMLs we noticed that the usage of booleans in the XSDs is inconsistent in using either the _ore_types.xsd_ defined type `bool` and the standard...
Hi all, This issue expands on the problem described in PR #68, as requested. In short, the issue is that for some sets of market quotes, the quadratic interpolation of...
Hi, Small issue here. JointCalendar names are not wrapped with quotes when written to CSVs, causing parsing failures when the CSV separator is also a comma. See the below example:...