|
XCCY Overnight Overnight Swap and Overnight Overnight Swap Conventions
|
|
0
|
9
|
December 3, 2021
|
|
An asian capfloor pricer against RFR
|
|
3
|
168
|
December 3, 2021
|
|
Overnight referencing swaptions valuation
|
|
0
|
19
|
November 26, 2021
|
|
FXSingle present value formula
|
|
4
|
29
|
November 26, 2021
|
|
FX Forward Valuation
|
|
17
|
1066
|
November 26, 2021
|
|
Calculate IR DV01 of CDS
|
|
1
|
32
|
November 25, 2021
|
|
RFR Swaps implementation of IsdaCreditCurveNode
|
|
0
|
33
|
November 1, 2021
|
|
Inflation swap parRate calculation
|
|
0
|
65
|
September 10, 2021
|
|
DenseLocalDateDoubleTimeSeries union seems buggy
|
|
1
|
66
|
September 6, 2021
|
|
Custom rate calculation
|
|
2
|
118
|
August 23, 2021
|
|
Strata and Java 17
|
|
3
|
93
|
August 23, 2021
|
|
Why are 0 day tenors not supported
|
|
1
|
82
|
August 23, 2021
|
|
Any plan to support compounding when multiple reset periods in an accrual period
|
|
2
|
128
|
May 24, 2021
|
|
CDS ISDA Standard Model spread to points upfront example
|
|
1
|
149
|
May 1, 2021
|
|
Cash flows (for Floating Rate Notes)
|
|
1
|
174
|
April 28, 2021
|
|
Real Return Bonds, Strips (zero coupon) and Callable Bond pricing
|
|
7
|
1192
|
April 8, 2021
|
|
TradeReport.of() unexpected result
|
|
8
|
211
|
April 1, 2021
|
|
Performance using vectorbased pricers
|
|
1
|
154
|
March 18, 2021
|
|
Calculation Task intermediate result
|
|
1
|
135
|
March 18, 2021
|
|
Day Count Convention 28/360 not supported
|
|
1
|
161
|
March 18, 2021
|
|
Future Horizon Date Support?
|
|
1
|
206
|
December 21, 2020
|
|
PerturbationMapping to a price index
|
|
1
|
174
|
January 25, 2021
|
|
Inflation cap/floor supported?
|
|
1
|
200
|
January 25, 2021
|
|
CapitalIndexedBond with short first coupon
|
|
3
|
146
|
January 25, 2021
|
|
IBOR Reform Support
|
|
24
|
878
|
December 10, 2020
|
|
New example for MarkitYieldCurveDataParser
|
|
1
|
172
|
December 10, 2020
|
|
Is Monte-Carlo simulation available in Strata
|
|
1
|
217
|
October 31, 2020
|
|
FixedCouponBond model should represent redemption value
|
|
0
|
191
|
October 26, 2020
|
|
Market Data combination - Discount curves
|
|
1
|
283
|
October 19, 2020
|
|
ArgChecker error messages could be improved
|
|
1
|
189
|
October 16, 2020
|
