Strata v2.0.0 released


#1

This release contains over 115 fixed issues.

The key features are:

  • Add BillSecurity for Bills
  • Add OvernightFutureSecurity, such as for Fed Fund Futures
  • FX with split payment dates
  • Enhanced support for positions
  • Add USD-SOFR, ZAR-SABOR, CNY-REPO-1W, use CHF-SARON instead of CHF-TOIS
  • Prepare for Java 9 and later

This is a major release with a number of incompatibilities. See the release notes for more information and details of compatibility issues.

Feel free to give us feedback or ask a question in the forums.


#2