|
CDS ISDA Standard Model spread to points upfront example
|
|
1
|
17
|
May 1, 2021
|
|
Cash flows (for Floating Rate Notes)
|
|
1
|
32
|
April 28, 2021
|
|
Real Return Bonds, Strips (zero coupon) and Callable Bond pricing
|
|
7
|
1011
|
April 8, 2021
|
|
TradeReport.of() unexpected result
|
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8
|
81
|
April 1, 2021
|
|
Performance using vectorbased pricers
|
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1
|
37
|
March 18, 2021
|
|
Calculation Task intermediate result
|
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1
|
32
|
March 18, 2021
|
|
Day Count Convention 28/360 not supported
|
|
1
|
37
|
March 18, 2021
|
|
Future Horizon Date Support?
|
|
1
|
105
|
December 21, 2020
|
|
PerturbationMapping to a price index
|
|
1
|
56
|
January 25, 2021
|
|
Inflation cap/floor supported?
|
|
1
|
87
|
January 25, 2021
|
|
CapitalIndexedBond with short first coupon
|
|
3
|
48
|
January 25, 2021
|
|
IBOR Reform Support
|
|
24
|
646
|
December 10, 2020
|
|
New example for MarkitYieldCurveDataParser
|
|
1
|
77
|
December 10, 2020
|
|
Is Monte-Carlo simulation available in Strata
|
|
1
|
91
|
October 31, 2020
|
|
FixedCouponBond model should represent redemption value
|
|
0
|
79
|
October 26, 2020
|
|
Market Data combination - Discount curves
|
|
1
|
150
|
October 19, 2020
|
|
ArgChecker error messages could be improved
|
|
1
|
93
|
October 16, 2020
|
|
Zero Coupon Bonds
|
|
0
|
130
|
October 5, 2020
|
|
ResourceLocator#classLoader
|
|
1
|
95
|
September 29, 2020
|
|
SABR implementation details
|
|
2
|
327
|
September 28, 2020
|
|
SOFR/ESTR curve calibration
|
|
2
|
166
|
August 21, 2020
|
|
Question on ImmutableRatesProviderBuilder indexCurves method
|
|
5
|
269
|
August 20, 2020
|
|
InflationNodalCurve compounded seasonality check
|
|
1
|
235
|
August 20, 2020
|
|
Leg ordering before and after resolving a swap trade
|
|
1
|
108
|
August 17, 2020
|
|
Incorrect date evaluation on holiday for tenor calculation
|
|
1
|
126
|
August 17, 2020
|
|
Swap amortisation - are they supported by OG
|
|
1
|
138
|
July 28, 2020
|
|
Using SsviVolatilityFunction Example
|
|
0
|
115
|
July 25, 2020
|
|
SwapCrossCurrencyEnd2EndTest getMtmTrade
|
|
0
|
116
|
July 22, 2020
|
|
Excel Act/365 and Act/360 conventions
|
|
3
|
212
|
July 17, 2020
|
|
Caplet Floorlet SABR calibration normal model
|
|
6
|
282
|
July 13, 2020
|
