Strata


Topic Replies Activity
Yield calculation issues in ex dividend period? 5 December 5, 2019
Yield calculation for UST bond maturing on 2020-05-31 settling 2019-11-29 1 December 2, 2019
Question on ImmutableRatesProviderBuilder indexCurves method 4 November 27, 2019
Fpml ingest settlement date not set 3 November 20, 2019
JGB Accrued / Yield Calcuations 2 November 19, 2019
Yield / Duration diff on new issue gilts vs Bloomberg 11 November 7, 2019
Parallelising RatesCurveCalibrator#calibrate 5 October 31, 2019
MtM XCCY instruments 4 October 30, 2019
Pricing a 4y9m 3m forward 3M CDOR swap 4 October 28, 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