Issues

• [bug][distributions] Student-t cdf loses precision near t = 0 (forward incomplete beta)

  bitbrew-dev/libitofin#1461 · Filter by author benbenbang opened on Nov 14, 2026

• [tests][calendars] Port testIndia 2026 holidayList check

  bitbrew-dev/libitofin#1460 · Filter by author benbenbang opened on Nov 14, 2026

• [QL-10.x] Port CPIVolatilitySurface and ConstantCPIVolatility

  bitbrew-dev/libitofin#1458 · Filter by author benbenbang opened on Nov 13, 2026

• [bug] Swap fair values lost when a leg accessor is read first (inner Swap calculate skips outer fetch_results)

  bitbrew-dev/libitofin#1456 · Filter by author benbenbang opened on Nov 13, 2026

• [DEFER][distributions] Port Moro/Maddock normal variants, binomialCoefficient, Peizer-Pratt

  bitbrew-dev/libitofin#1453 · Filter by author benbenbang opened on Nov 12, 2026

• [DEFER][distributions] Student quantile for non-integer nu < 2 (ibeta_inv)

  bitbrew-dev/libitofin#1452 · Filter by author benbenbang opened on Nov 12, 2026

• [DRIFT][swaption-vol] SABR cube single spreadVolInterpolationMethod (QuantLib 802cc1f3a)

  bitbrew-dev/libitofin#1451 · Filter by author benbenbang opened on Nov 12, 2026

• [QL-7] CPISwap::fairRate (and zero-BPS guard)

  bitbrew-dev/libitofin#1450 · Filter by author benbenbang opened on Nov 12, 2026

• [QL-10.x] Normal SABR formula and Normal swaption cube calibration (QuantLib v1.44)

  bitbrew-dev/libitofin#1449 · Filter by author benbenbang opened on Nov 12, 2026

• [DEFER][calendars] Port Malaysia and Philippines calendars (QuantLib v1.44)

  bitbrew-dev/libitofin#1448 · Filter by author benbenbang opened on Nov 12, 2026

• [DRIFT][optionlet] OptionletStripper2 spread objective: price through the cap engine branches (payment filter, expired fixings, gearing)

  bitbrew-dev/libitofin#1437 · Filter by author benbenbang opened on Nov 10, 2026

• [DRIFT][swaption] Oracle for Black swaption ParYieldCurve annuity after the v1.44 stepwise change

  bitbrew-dev/libitofin#1429 · Filter by author benbenbang opened on Nov 9, 2026
  1

• [tests] Restore binding coverage of the beyond-holiday-table path after #1411

  bitbrew-dev/libitofin#1428 · Filter by author benbenbang opened on Nov 9, 2026

• [QL-4] Iterative bootstrap fails on PiecewiseConvexMonotoneForward with two jumps where QuantLib converges

  bitbrew-dev/libitofin#1427 · Filter by author benbenbang opened on Nov 9, 2026
  1

• [bindings] Widen remaining read-only quote inputs to accept dependent quotes

  bitbrew-dev/libitofin#1426 · Filter by author benbenbang opened on Nov 9, 2026

• [DEFER][math] ConvergenceStatistics caps samples at 100,000 where QuantLib has no limit

  bitbrew-dev/libitofin#1425 · Filter by author benbenbang opened on Nov 9, 2026

• [QL-7] Bond face-amount constructor (notional + cash flows)

  bitbrew-dev/libitofin#1424 · Filter by author benbenbang opened on Nov 9, 2026

• [DRIFT][backlog] QuantLib v1.44 new features on ported classes (table E)

  bitbrew-dev/libitofin#1423 · Filter by author benbenbang opened on Nov 9, 2026

• [DRIFT][optionlet] RFR support for OptionletStripper2 AdjustsZeroBaseVolatility (SOFR, paymentLag)

  bitbrew-dev/libitofin#1422 · Filter by author benbenbang opened on Nov 9, 2026

• [DRIFT][calendars] Italy::Exchange deprecated in QuantLib v1.44

  bitbrew-dev/libitofin#1421 · Filter by author benbenbang opened on Nov 9, 2026

• [DRIFT][distributions] InverseCumulativeStudent: exact quantile (QuantLib v1.44)

  P2
  bitbrew-dev/libitofin#1418 · Filter by author benbenbang opened on Nov 9, 2026
  1

• [DRIFT][swaption-vol] SABR cube: strike-spread corner strikes for Normal vols (QuantLib v1.44)

  P2
  bitbrew-dev/libitofin#1417 · Filter by author benbenbang opened on Nov 9, 2026
  1

• [DRIFT][instruments] Small instrument/model fixes: credit jumps, callable coupon on call date, zero-BPS fair values, ExtendedCIR observes curve, OIS-future holiday maturity, callable effective duration on dirty price (QuantLib v1.44)

  P2
  bitbrew-dev/libitofin#1414 · Filter by author benbenbang opened on Nov 9, 2026
  1

• [DRIFT] QuantLib v1.44 upstream drift (from #1378)

  epic
  bitbrew-dev/libitofin#1404 · Filter by author benbenbang opened on Nov 9, 2026

• [DEFER][math] Port SequenceStatisticsInc (incremental sequence statistics)

  bitbrew-dev/libitofin#1403 · Filter by author benbenbang opened on Nov 9, 2026