Quasar comments

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                                            Quasar

Add Extra Interpolation and Spline Methods for Funding curves

Hi @domokane, I would also be interested to work on this task.

Bond Portfolio Object for Strategy Analysis

Hi @domokane is this issue still open? I am currently reading Schreve's book and am interested to actively contribute to FinancePy and strengthen my technical skills.

Callable Fixed-to-Floating (Tier1-style) Bonds

Hi @domokane, do you mean bonds that pay a fixed coupon upto a certain date, and then switch to a floating payment referencing an index - with a call/put feature?...

Callable Fixed-to-Floating (Tier1-style) Bonds

Also, one question - do you think it would be a good idea to create a standalone DefaultCurve object under curves, that lives independently - and can then be used...

CDS Schedules

Hi @AlessandroGnoatto, are you still looking for help on this? I am interested to contribute to the repo.

Pass coupon pricer to the SwapRateHelper constructor for timing/convexity adjustments

Hi @lballabio, @azarxa - I am interested to contribute to Quantlib. Do you think, this is a good first issue?

Align our parallel range implementation with P3179

Hi @hkaiser, I am new to HPX and open-source and would like to contribute longer-term. Is this issue something to which I can contribute?