Issues

• GaussianCam:getFutureBarrierProb only produces the probabilities 1 or 0 when src-ccy == base-ccy

  OpenSourceRisk/Engine#366 · Filter by author KlementF opened on Sep 27, 2026
  2

• InputParameters::setCreditMigrationAnalytic writes to the kvaTheirCvaRiskWeight key

  OpenSourceRisk/Engine#361 · Filter by author dazivo opened on Sep 10, 2026

• KVA under flipViewXVA: CVA risk weights and PD floors not swapped with the parties, dvaName_ overwritten per netting set

  OpenSourceRisk/Engine#359 · Filter by author dazivo opened on Sep 10, 2026

• ZeroSpread quotes are not ordered by resolved maturity, causing non-deterministic yield curves

  OpenSourceRisk/Engine#356 · Filter by author ChEnYuE0821 opened on Aug 21, 2026
  1

• Python bindings: in-memory NPV cubes are wrongly abstract, no NPVCube is constructible from Python

  OpenSourceRisk/Engine#354 · Filter by author dazivo opened on Aug 18, 2026
  1

• Python bindings: getCube/setCube declare different shared_ptr spellings, so in-memory cube reuse raises TypeError (regression in 1.8.16.0)

  OpenSourceRisk/Engine#351 · Filter by author dazivo opened on Aug 10, 2026
  2

• Currency of CreditLinkedSwap dependent on <IndependentPayments>

  OpenSourceRisk/Engine#337 · Filter by author FbnRisk opened on Mar 19, 2026
  1

  

• enrichIndexFixings is not called

  OpenSourceRisk/Engine#318 · Filter by author noonediesalone opened on Nov 18, 2025
  

• ORE-SWIG building failed

  OpenSourceRisk/Engine#315 · Filter by author semiparametric opened on Nov 12, 2025
  

• Some issues with Pnl and PnlExplain

  OpenSourceRisk/Engine#314 · Filter by author noonediesalone opened on Oct 27, 2025
  

• Ccy-In-EUR (or -In-USD) Examples still having libor basis swaps

  OpenSourceRisk/Engine#311 · Filter by author rkapl123 opened on Sep 2, 2025
  

• setScriptLibrary/setScriptLibraryFromFile not working in SWIG/Python API

  OpenSourceRisk/Engine#307 · Filter by author rkapl123 opened on Aug 20, 2025
  3

  

• Python SWIG function inputs.setPortfolioFromFile

  OpenSourceRisk/Engine#306 · Filter by author rkapl123 opened on Aug 19, 2025
  1

  

• Suggestions for PnL Explain columns

  OpenSourceRisk/Engine#302 · Filter by author quantthingy opened on Aug 12, 2025
  

• Correlations for Equities in ScripedTrade do not load when calculation "pnl" and "pnlexplain"

  OpenSourceRisk/Engine#301 · Filter by author quantthingy opened on Aug 12, 2025
  

• Fixings are thrown out, breaking valuation of several instruments

  OpenSourceRisk/Engine#295 · Filter by author gbfredrik opened on Jul 3, 2025
  2

  

• Greeks and exercise probability for Swaption trade

  OpenSourceRisk/Engine#291 · Filter by author noonediesalone opened on Jun 25, 2025

• IborCoupon Instrument Not Being Handled Correctly

  OpenSourceRisk/Engine#290 · Filter by author tatmaca opened on Jun 16, 2025
  8

  

• CrossCcySwap members like inCcyLegNPV_ not initialized in some constructors

  OpenSourceRisk/Engine#288 · Filter by author paolodelia99 opened on Jun 9, 2025
  2

  

• Exposure section Latest Release

  OpenSourceRisk/Engine#286 · Filter by author rjabrazko opened on Jun 5, 2025
  4

  

• Inconsistencies between scriptedtrade.tex, scriptedtrade.pdf, and builders/scriptedtrade.cpp in the latest release

  OpenSourceRisk/Engine#285 · Filter by author xwzhu opened on May 30, 2025
  2

  

• ORE not building with QuantLib 1.35

  OpenSourceRisk/Engine#282 · Filter by author nsadaoui75014 opened on Mar 13, 2025
  3

• GPU vs CPU results

  OpenSourceRisk/Engine#280 · Filter by author vannarho-fas opened on Jan 27, 2025

• error compile ORE on windows with mingw64-w64-builds

  OpenSourceRisk/Engine#279 · Filter by author jin-xiangwen opened on Dec 10, 2024
  1

• Support for OptionletAtm in CapFloorVolatility Configuration

  OpenSourceRisk/Engine#276 · Filter by author xiangwang456 opened on Nov 1, 2024