Strata v2.1.0 released (2)

This release contains over 45 fixed issues. The key features are: Add CurveSensitivities Calculate maret quote sensitivities for bonds Trade and stub conventions Prepare for Java 11 and later See the release notes f…

HolidayCalendar for CATO has Easter Monday as holiday. I need banking only (12)
Cannot match yield for a GOC BOND with BBG (2)
Calculation of DV01 for interest rate swap (1)
Generic Calibration of one delta and several basis curves (3)
Using strata for calculating IM (2)
Bermudan Swaption Support (2)
Commercial support and SLA? (2)
Add getConvention to IborFutureTemplate (3)
Add GBP_FIXED_6M_LIBOR_3M FixedIborSwapConvention (2)
Expose holidays in HolidayCalendar interface (7)
Converting trades to FpML (3)
Strata v2.0.0 released (2)
LMM usage selecting factors and pricing (1)
Availability of a Monte-Carlo counterparty CVA and PFE module (2)
Flat credit spread/RR curve calibration (2)
Curve calibration and pricing (4)
Build table with rates (2)
IRS Vanilla Zero and Forward Curves (3)
Incremental pricing (3)
ReportRunnerTool seems not supporting FixedCouponBond pricing (3)
Bootstrapping a simple hazard rate curve (2)
Managing several currencies (4)
Building discount curve (2)
Strata 1.7 Java 9 dependency causing issues with various Apache products (2)
Extrapolation and senstitvities (3)
How to get MarketData dependencies graph (3)
How to get Currency Pair Spot Date (2)
IRS CAD (insert Term here) vs 3M CDOR (7)
Bootstrapping foreign discount curve with forward points and spot (5)