|
TradeReport.of() unexpected result
|
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0
|
10
|
February 18, 2021
|
|
Future Horizon Date Support?
|
|
1
|
76
|
December 21, 2020
|
|
PerturbationMapping to a price index
|
|
1
|
27
|
January 25, 2021
|
|
Inflation cap/floor supported?
|
|
1
|
44
|
January 25, 2021
|
|
CapitalIndexedBond with short first coupon
|
|
3
|
25
|
January 25, 2021
|
|
IBOR Reform Support
|
|
24
|
583
|
December 10, 2020
|
|
New example for MarkitYieldCurveDataParser
|
|
1
|
50
|
December 10, 2020
|
|
Is Monte-Carlo simulation available in Strata
|
|
1
|
66
|
October 31, 2020
|
|
FixedCouponBond model should represent redemption value
|
|
0
|
58
|
October 26, 2020
|
|
Market Data combination - Discount curves
|
|
1
|
112
|
October 19, 2020
|
|
ArgChecker error messages could be improved
|
|
1
|
69
|
October 16, 2020
|
|
Zero Coupon Bonds
|
|
0
|
106
|
October 5, 2020
|
|
ResourceLocator#classLoader
|
|
1
|
75
|
September 29, 2020
|
|
SABR implementation details
|
|
2
|
289
|
September 28, 2020
|
|
SOFR/ESTR curve calibration
|
|
2
|
135
|
August 21, 2020
|
|
Question on ImmutableRatesProviderBuilder indexCurves method
|
|
5
|
238
|
August 20, 2020
|
|
InflationNodalCurve compounded seasonality check
|
|
1
|
203
|
August 20, 2020
|
|
Leg ordering before and after resolving a swap trade
|
|
1
|
89
|
August 17, 2020
|
|
Incorrect date evaluation on holiday for tenor calculation
|
|
1
|
104
|
August 17, 2020
|
|
Swap amortisation - are they supported by OG
|
|
1
|
107
|
July 28, 2020
|
|
Using SsviVolatilityFunction Example
|
|
0
|
91
|
July 25, 2020
|
|
SwapCrossCurrencyEnd2EndTest getMtmTrade
|
|
0
|
84
|
July 22, 2020
|
|
Excel Act/365 and Act/360 conventions
|
|
3
|
165
|
July 17, 2020
|
|
Caplet Floorlet SABR calibration normal model
|
|
6
|
243
|
July 13, 2020
|
|
Difference in scheduling between Fixed and Floating legs?
|
|
3
|
127
|
July 8, 2020
|
|
Calculating implied volatility
|
|
0
|
117
|
July 5, 2020
|
|
Equity Options?
|
|
1
|
163
|
June 23, 2020
|
|
1D OIS periodic schedule adjusted start/end issue
|
|
5
|
179
|
June 16, 2020
|
|
Automatically compute fixing date for a swap contract
|
|
6
|
171
|
June 10, 2020
|
|
Pchip Algorithm
|
|
0
|
131
|
June 4, 2020
|
