Strata


Topic Replies Activity
Pricing a 4y9m 3m forward 3M CDOR swap 1 October 17, 2019
Yield / Duration diff on new issue gilts vs Bloomberg 8 October 1, 2019
Money market Bond price/yield calculation 2 September 30, 2019
IBOR Reform Support 2 September 27, 2019
Calculation Swap leg DV01 / Duration 2 August 29, 2019
SABR adjoint is abnormally slow 4 August 8, 2019
Fed funds curve with meeting date swaps immediately prior to meeting 1 July 30, 2019
Create InterpolatedNodalCurve with discount factors (no calibration) 5 July 30, 2019
RatesCurvesCsvLoader: 'Date' vs. 'Day count' vs. 'Label column' 2 July 24, 2019
Create MarketData in-memory 2 July 24, 2019
FX Forward Valuation 15 July 11, 2019
Applying compounding frequency for calibrating curves 7 July 3, 2019
Extending the com.opengamma.strata.basics.date.Tenor class for FX 2 June 21, 2019
Converting trades to FpML 4 June 20, 2019
Past cash flows 3 May 31, 2019
Trade generation bug in XCcyIborIborSwapCurveNode 2 May 31, 2019
What is the use of EPS in extrapolation methods 6 May 21, 2019
IssuerCurveZeroRateSensitivity 3 May 20, 2019
OvernightIndexData.csv entry for SONIA 3 May 17, 2019
Creating a simple FXForward curve 3 May 1, 2019
Issue with bond pricing? 11 April 30, 2019
Strata v2.3.2 released 2 April 30, 2019
Add UnadjustedDate to CashFlow? 5 April 16, 2019
Bank Loans and TRS 8 April 16, 2019
Loan Modelling with multiple interest rates 3 April 4, 2019
New custom configuration for Swap and Term Deposit 3 April 12, 2019
How to create custom iborindex 11 March 28, 2019
Crate a Government Bond Curve 5 March 27, 2019
Error calibrating curve 9 March 20, 2019
Ibor calculation 4 March 13, 2019