|
Cash flows (for Floating Rate Notes)
|
|
1
|
678
|
April 28, 2021
|
|
Real Return Bonds, Strips (zero coupon) and Callable Bond pricing
|
|
7
|
1668
|
April 8, 2021
|
|
TradeReport.of() unexpected result
|
|
8
|
517
|
April 1, 2021
|
|
Performance using vectorbased pricers
|
|
1
|
466
|
March 18, 2021
|
|
Calculation Task intermediate result
|
|
1
|
394
|
March 18, 2021
|
|
Day Count Convention 28/360 not supported
|
|
1
|
455
|
March 18, 2021
|
|
Future Horizon Date Support?
|
|
1
|
474
|
December 21, 2020
|
|
PerturbationMapping to a price index
|
|
1
|
441
|
January 25, 2021
|
|
Inflation cap/floor supported?
|
|
1
|
530
|
January 25, 2021
|
|
CapitalIndexedBond with short first coupon
|
|
3
|
432
|
January 25, 2021
|
|
IBOR Reform Support
|
|
24
|
1572
|
December 10, 2020
|
|
New example for MarkitYieldCurveDataParser
|
|
1
|
427
|
December 10, 2020
|
|
Is Monte-Carlo simulation available in Strata
|
|
1
|
563
|
October 31, 2020
|
|
Market Data combination - Discount curves
|
|
1
|
552
|
October 19, 2020
|
|
ArgChecker error messages could be improved
|
|
1
|
440
|
October 16, 2020
|
|
Zero Coupon Bonds
|
|
0
|
601
|
October 5, 2020
|
|
ResourceLocator#classLoader
|
|
1
|
530
|
September 29, 2020
|
|
SABR implementation details
|
|
2
|
864
|
September 28, 2020
|
|
SOFR/ESTR curve calibration
|
|
2
|
652
|
August 21, 2020
|
|
Question on ImmutableRatesProviderBuilder indexCurves method
|
|
5
|
735
|
August 20, 2020
|
|
InflationNodalCurve compounded seasonality check
|
|
1
|
636
|
August 20, 2020
|
|
Leg ordering before and after resolving a swap trade
|
|
1
|
469
|
August 17, 2020
|
|
Incorrect date evaluation on holiday for tenor calculation
|
|
1
|
511
|
August 17, 2020
|
|
Swap amortisation - are they supported by OG
|
|
1
|
584
|
July 28, 2020
|
|
Using SsviVolatilityFunction Example
|
|
0
|
449
|
July 25, 2020
|
|
SwapCrossCurrencyEnd2EndTest getMtmTrade
|
|
0
|
447
|
July 22, 2020
|
|
Excel Act/365 and Act/360 conventions
|
|
3
|
1353
|
July 17, 2020
|
|
Caplet Floorlet SABR calibration normal model
|
|
6
|
728
|
July 13, 2020
|
|
Difference in scheduling between Fixed and Floating legs?
|
|
3
|
654
|
July 8, 2020
|
|
Calculating implied volatility
|
|
0
|
523
|
July 5, 2020
|