Issues

• ENH: Reseries a Cube so it can price multiple different conventions of Swaptions

  curvesderivativesvolatility
  attack68/rateslib#1290 · Filter by author attack68 opened on Apr 22, 2026

• STIRFuture with leg2_rate_fixings=Series silently drops fixings for RFR instruments

  attack68/rateslib#1288 · Filter by author conighion opened on Apr 12, 2026
  5

• ENH: add linear_days type accrual to all rate based periods, legs and instruments

  attack68/rateslib#1287 · Filter by author attack68 opened on Apr 7, 2026

• Idea: a Transaction class for registering trades for a book keeping perspective?

  attack68/rateslib#1202 · Filter by author mikelync opened on Jan 30, 2026

• SPEC: no_gbb go T+1 settle in 2027, currently T+2

  on holdsecurities
  attack68/rateslib#1172 · Filter by author attack68 opened on Jan 17, 2026

• ENH: Frequency.Months.IMM should extend to IMM definitions

  scheduling
  attack68/rateslib#1144 · Filter by author attack68 opened on Jan 1, 2026

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

  bugderivativesscheduling
  attack68/rateslib#1133 · Filter by author mikelync opened on Dec 29, 2025

• BUG: FXOption does not price forward or settlement within rate

  bugderivativesfxvolatility
  attack68/rateslib#1131 · Filter by author attack68 opened on Dec 24, 2025

• IRVolCube design

  derivativesvolatility
  attack68/rateslib#1099 · Filter by author iamorlando opened on Dec 6, 2025
  3

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

  bookdocumentation
  attack68/rateslib#1050 · Filter by author attack68 opened on Oct 1, 2025
  1

• BUG: IBOR rate method does not account for EOM

  bugcurvesscheduling
  attack68/rateslib#1032 · Filter by author attack68 opened on Aug 22, 2025

• DOC: document Curve calendar and convention - how it is used to forecast FloatPeriod fixings.

  curvesderivativesdocumentation
  attack68/rateslib#924 · Filter by author mikelync opened on Jun 13, 2025

• DOC: Use Marimo for Interactivity within notebooks?

  documentation
  attack68/rateslib#832 · Filter by author Yasin197 opened on May 20, 2025
  2

• BUG: Unpriced Instruments concept and Solver interaction

  bugcurvesderivativessolver
  attack68/rateslib#745 · Filter by author attack68 opened on Apr 14, 2025

• ENH: add a Cache definition for FXDeltaVolSmile

  curvesenhancementfx
  attack68/rateslib#728 · Filter by author attack68 opened on Apr 9, 2025

• BUG: FRN ytm requires accrued for dirty prices

  bugsecurities
  attack68/rateslib#665 · Filter by author attack68 opened on Jan 29, 2025

• ENH: set a time label on months if length of axis is measured (MatPlotLib)

  curvesUI
  attack68/rateslib#664 · Filter by author attack68 opened on Jan 29, 2025

• ENH: Adding support for valuation of callable bonds

  enhancementsecurities
  attack68/rateslib#618 · Filter by author dbojanin opened on Jan 12, 2025
  1

• ENH: pnl explain from two Open and Close Solvers

  enhancementsolver
  attack68/rateslib#430 · Filter by author attack68 opened on Oct 6, 2024

• ERRATA: "Coding Interest Rates: FX Swaps and Bonds" (edition 1)

  bookdocumentation
  attack68/rateslib#322 · Filter by author attack68 opened on Aug 14, 2024

• ENH: extend Bill duration to be more natural as opposed to YTM equiv duration

  enhancementsecurities
  attack68/rateslib#277 · Filter by author attack68 opened on Jul 15, 2024

• ENH: Adding Calendars via PR

  documentationenhancementscheduling
  attack68/rateslib#216 · Filter by author attack68 opened on Jun 10, 2024
  1

• ENH: adding Repo instruments

  low prioritysecurities
  attack68/rateslib#21 · Filter by author attack68 opened on Aug 13, 2023

• ENH: Flooring FRN coupon periods at zero under negative rates.

  enhancementon holdsecurities
  attack68/rateslib#5 · Filter by author attack68 opened on May 8, 2023
  1