YimingZhang07

Inconsistency in Day Count in Index Curve?

3

In `swap_float_leg.py`, we have the following logic to compute the forward rate for reference index. ```python dfStart = index_curve.df(startAccruedDt) dfEnd = index_curve.df(endAccruedDt) fwd_rate = (dfStart / dfEnd - 1.0) /...

Potential issues for CDS pricing

4

Hello, I really like this package, and have been taking a very close look to the implementation. I spot two potential things that may not be reasonable based on my...

Hi hello, This is not really an issue for Github theme, but just when I export the document into PDF on Windows10 with the latest Typora, the Github theme seems...