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REF: <code>DE_GB</code> with long front split

bugSomething isn't workingSomething isn't working

securities

Status: Open.

#1181 In attack68/rateslib;

· attack68 opened on Jan 18, 2026

DOC: credit legs

documentationImprovements or additions to documentationImprovements or additions to documentation

Status: Open.

#1177 In attack68/rateslib;

· attack68 opened on Jan 18, 2026

BUG: Does CA_GB mis price YTM when given a dirty price.

bugSomething isn't workingSomething isn't working

securities

Status: Open.

#1173 In attack68/rateslib;

· attack68 opened on Jan 17, 2026

SPEC: <code>no_gbb</code> go T+1 settle in 2027, currently T+2

securities

Status: Open.

#1172 In attack68/rateslib;

· attack68 opened on Jan 17, 2026

DOC: Calendars and adding your own and merging with existing

documentationImprovements or additions to documentationImprovements or additions to documentation

enhancementNew feature or requestNew feature or request

scheduling

Status: Open.

#1152 In attack68/rateslib;

· attack68 opened on Jan 7, 2026

ENH: <code>Frequency.Months.IMM</code> should extend to IMM definitions

scheduling

Status: Open.

#1144 In attack68/rateslib;

· attack68 opened on Jan 1, 2026

BUG: NDIRS calendar can forecast from left pipe but settle against right pipe

bugSomething isn't workingSomething isn't working

derivatives

scheduling

Status: Open.

#1133 In attack68/rateslib;

· mikelync opened on Dec 29, 2025

BUG: <code>FXOption</code> does not price <code>forward</code> or <code>settlement</code> within <code>rate</code>

bugSomething isn't workingSomething isn't working

derivatives

fx

volatility

Status: Open.

#1131 In attack68/rateslib;

· attack68 opened on Dec 24, 2025

IRVolCube design

derivatives

volatility

Status: Open.

#1099 In attack68/rateslib;

· iamorlando opened on Dec 6, 2025

ERRATA: "Coding Interest Rates: FX, Swaps and Bonds" (edition 2)

book

documentationImprovements or additions to documentationImprovements or additions to documentation

Status: Open.

#1050 In attack68/rateslib;

· attack68 opened on Oct 1, 2025

BUG: IBOR rate method does not account for EOM

bugSomething isn't workingSomething isn't working

curves

scheduling

Status: Open.

#1032 In attack68/rateslib;

· attack68 opened on Aug 22, 2025

DOC: document Curve calendar and convention - how it is used to forecast <code>FloatPeriod</code> fixings.

curves

derivatives

documentationImprovements or additions to documentationImprovements or additions to documentation

Status: Open.

#924 In attack68/rateslib;

· mikelync opened on Jun 13, 2025