Issues

• Index out of bounds in Bachelier put_iv

  avhz/RustQuant#312 · Filter by author dbrun3 opened on May 26, 2026

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

  avhz/RustQuant#304 · Filter by author avhz opened on Aug 31, 2025

• Refactor Calendar trait and related structs to a single Calendar struct

  choreenhancementrework
  avhz/RustQuant#303 · Filter by author avhz opened on Aug 30, 2025

• Finite-difference pricer tests failing.

  tests
  avhz/RustQuant#272 · Filter by author avhz opened on Oct 16, 2024
  2

• Pricers: Re-work instruments::options module.

  rework
  avhz/RustQuant#245 · Filter by author avhz opened on Jul 17, 2024
  2

• Implementation of the Milstein Scheme + a Monte Carlo Engine

  enhancement
  avhz/RustQuant#244 · Filter by author yfnaji opened on Jul 15, 2024
  2

  

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

  avhz/RustQuant#226 · Filter by author joaquinbejar opened on Jun 22, 2024
  2

• Roadmap to v1

  difficultdocumentationenhancementhelp wanted
  avhz/RustQuant#187 · Filter by author avhz opened on Feb 25, 2024
  

• Pricers: Interest Rate Swaps.

  avhz/RustQuant#143 · Filter by author avhz opened on Oct 19, 2023
  2

• Add more calendars.

  good first issuehelp wanted
  avhz/RustQuant#142 · Filter by author avhz opened on Oct 19, 2023
  7

  

• Implement a Surface type.

  avhz/RustQuant#141 · Filter by author avhz opened on Oct 19, 2023
  7

• Implement num_traits::identities::{One, Zero} for Variable

  difficultenhancementhelp wanted
  avhz/RustQuant#133 · Filter by author avhz opened on Sep 24, 2023
  14

• Curve implementations.

  enhancement
  avhz/RustQuant#96 · Filter by author avhz opened on Aug 26, 2023

• Pricers: Re-work instruments::bonds module.

  enhancementhelp wanted
  avhz/RustQuant#88 · Filter by author avhz opened on Aug 24, 2023
  5

• autodiff: add support for Jacobian and Hessian matrices.

  difficultenhancementhelp wanted
  avhz/RustQuant#87 · Filter by author avhz opened on Aug 24, 2023
  4

• autodiff: improve the Graphviz visualisations.

  buggood first issuehelp wanted
  avhz/RustQuant#74 · Filter by author avhz opened on Jul 15, 2023
  4

• autodiff: re-structure to avoid lifetimes.

  difficultrework
  avhz/RustQuant#72 · Filter by author avhz opened on Jul 11, 2023
  8

• autodiff: add support for nalgebra matrices/vectors.

  difficultenhancement
  avhz/RustQuant#64 · Filter by author avhz opened on Jul 3, 2023
  10

  

• statistics: finish Distribution trait impls.

  choredocumentationgood first issuehelp wanted
  avhz/RustQuant#58 · Filter by author avhz opened on Jun 27, 2023
  

• Tests: Increase coverage to 90% +.

  choregood first issuehelp wanted
  avhz/RustQuant#57 · Filter by author avhz opened on Jun 27, 2023
  1

• Create Python bindings using pyo3 and maturin.

  enhancement
  avhz/RustQuant#39 · Filter by author avhz opened on Jun 2, 2023

• Implement calibration module using argmin crate.

  enhancement
  avhz/RustQuant#22 · Filter by author avhz opened on May 22, 2023
  5

• Documentation: improve docs.

  documentation
  avhz/RustQuant#14 · Filter by author avhz opened on Mar 24, 2023

• Implement interpolation modules.

  enhancement
  avhz/RustQuant#5 · Filter by author avhz opened on Oct 3, 2022

• Pricers: American options.

  enhancement
  avhz/RustQuant#4 · Filter by author avhz opened on Oct 3, 2022
  4