Strata


Topic Replies Activity
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
Applying compounding frequency for calibrating curves 3 May 10, 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
Pricing Floating Rate Notes 3 March 27, 2019
Custom holiday calendars 2 March 6, 2019
Trade specific calculation parameters 2 February 19, 2019
Using ini file to add Extrapolator 3 February 18, 2019
Missing SGSI holiday calendar in standard ReferenceData 3 February 7, 2019
Swaption pricing, volatilities with tenor,expiry and strike together 4 February 4, 2019
Rest API calls for SwapCalibration 2 February 1, 2019
StubConvention required for smart front / short final stub? 4 January 21, 2019
Product classes marked as final 4 January 8, 2019
IborFutureCurveNode vs IborFixingDepositCurveNode 5 December 20, 2018
Allow other interpolators/extrapolators in CreditDiscountFactors 2 December 20, 2018
Cannot match yield for a GOC BOND with BBG 5 December 17, 2018
Bonds - Calculate yield from price contributions or prices from yields 9 December 17, 2018