Variable Notional Swap


Currently, we are working full time on releasing v1.1, and we probably won’t be able to look into this until v1.1 is released. Our forums are operated on a “best efforts” basis and with no guarantees of response time - as an open source project, we do expect users of the code to be able to investigate issues themselves once beyond the initial learning phase.

The company behind Strata, OpenGamma, does offer commercial support with response times, and we strongly recommend that a support contract be in place before using Strata in production.

Just to note that you also haven’t specified how the trades are failing for you.