Skip to content

Issues: pfnet-research/pfhedge

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

19 Open 155 Closed
19 Open 155 Closed
Author
Filter by author
Loading
Label
Filter by label
Loading
Use alt + click/return to exclude labels
or ⇧ + click/return for logical OR
Projects
Filter by project
Loading
Milestones
Filter by milestone
Loading
Assignee
Filter by who’s assigned
Sort
Sort by
Newest Oldest Most commented Least commented Recently updated Least recently updated Best match
Most reactions
👍 👎 😄 🎉 😕 ❤️ 🚀 👀

Issues list

Inappropriate Shape of stock.spot Due to Floating-Point Precision
#638 opened Oct 12, 2024 by kano5266
1
ENH: Supporting clip_grad_norm_ in hedger.fit
#594 opened Feb 28, 2023 by masanorihirano
Costume Input Clarification
#587 opened Jul 31, 2022 by tjrs
ENH: Support for multi-asset derivatives
#584 opened Jun 26, 2022 by arcturius-gh
MAINT: Add calculation notes of exotic option prices/greeks
#555 opened Mar 20, 2022 by ghost
2 of 3 tasks
DOC: Add note on creating user-defined features
#549 opened Mar 14, 2022 by ghost
TEST: Add test of BS module for extreme values black-scholes Related to Black-Scholes model
#529 opened Mar 8, 2022 by ghost
BSEuropeanBinaryOption.gamma returns nan black-scholes Related to Black-Scholes model bug Something isn't working
#528 opened Mar 8, 2022 by masanorihirano
7
DOC: Example to implement cliquet documentation Improvements or additions to documentation note Related to documentation - note product Related to derivative products
#522 opened Mar 3, 2022 by ghost
1 task done
ENH: Add vanna, volga to autogreek autogreek Related to pfhedge.autogreek enhancement New feature or request
#511 opened Feb 28, 2022 by ghost
ENH: Add basket of correlated Brownian stocks enhancement New feature or request model Related to modeling
#499 opened Feb 18, 2022 by ghost
ENH: Hull-White model enhancement New feature or request model Related to modeling
#444 opened Jan 31, 2022 by ghost
ENH: Analytically calculate greeks in BS modules arithmetic Needs work on arithmetic black-scholes Related to Black-Scholes model enhancement New feature or request
#437 opened Dec 26, 2021 by ghost
6 of 10 tasks
3
ENH: Add lookback option with floating strike enhancement New feature or request product Related to derivative products
#398 opened Nov 10, 2021 by ghost
Implementation of state saving of stochastic modules series enhancement New feature or request
#227 opened Aug 18, 2021 by masanorihirano
ENH: Enable creating a derivative of a derivative enhancement New feature or request
#221 opened Aug 17, 2021 by ghost
ENH: Support BSLookbackOption put arithmetic Needs work on arithmetic black-scholes Related to Black-Scholes model enhancement New feature or request good first issue Good for newcomers
#106 opened Jun 19, 2021 by ghost
ENH: Support BSAmericanBinaryOption put arithmetic Needs work on arithmetic black-scholes Related to Black-Scholes model enhancement New feature or request good first issue Good for newcomers
#104 opened Jun 19, 2021 by ghost
ENH: Hedger.fit_price enhancement New feature or request good first issue Good for newcomers
#103 opened Jun 19, 2021 by ghost
ProTip! Type g i on any issue or pull request to go back to the issue listing page.