Jonathan Sweemer
Jonathan Sweemer
If the model can’t handle negative rates then at the very least we should add a QL_REQUIRE to check the value, similar to how there is already a non-negative check...
Apologies for my ignorance but what might the potential security concerns be? And how do they come into play for ``, ``, or `` but not for ``? Just to...
Hi, I just wanted to follow up on this issue. If this isn't on your official roadmap yet, then is something that you would accept community contributions for? I still...
Thanks for helping to look into this. Do you know why the fix is only provided for one case and not the other? Since clang-tidy warns about both cases, I...
> It needs to be investigated whether the case char* vs string is the only such case for which a hint cannot be easily provided or not Could you help...
> Yeah, the check warns about all non-transparent functors. It's ambiguous whether they're meant to preserve required semantics or not. Just to make sure I understand, in the case where...
I can't find any examples of `CPIBondHelper`, but there's a [whole example](https://github.com/lballabio/QuantLib/blob/master/Examples/FittedBondCurve/FittedBondCurve.cpp) dedicated to `FittedBondDiscountCurve` so you might want to look there for some alternative ways of accomplishing what you're...
This should be resolved by #1504
Can we try to merge this soon? There's something I'd like to contribute on top of it.
Sorry I read https://github.com/lballabio/QuantLib/pull/1377#issuecomment-1154095135 as saying that this would be merged in 1.28, my bad. What if we merge in two stages - the `thread_local` stuff in 1.28, and then...