|
Real Return Bonds, Strips (zero coupon) and Callable Bond pricing
|
|
7
|
988
|
April 8, 2021
|
|
TradeReport.of() unexpected result
|
|
8
|
62
|
April 1, 2021
|
|
Performance using vectorbased pricers
|
|
1
|
29
|
March 18, 2021
|
|
Calculation Task intermediate result
|
|
1
|
23
|
March 18, 2021
|
|
Day Count Convention 28/360 not supported
|
|
1
|
28
|
March 18, 2021
|
|
Future Horizon Date Support?
|
|
1
|
102
|
December 21, 2020
|
|
PerturbationMapping to a price index
|
|
1
|
50
|
January 25, 2021
|
|
Inflation cap/floor supported?
|
|
1
|
76
|
January 25, 2021
|
|
CapitalIndexedBond with short first coupon
|
|
3
|
43
|
January 25, 2021
|
|
IBOR Reform Support
|
|
24
|
624
|
December 10, 2020
|
|
New example for MarkitYieldCurveDataParser
|
|
1
|
69
|
December 10, 2020
|
|
Is Monte-Carlo simulation available in Strata
|
|
1
|
86
|
October 31, 2020
|
|
FixedCouponBond model should represent redemption value
|
|
0
|
74
|
October 26, 2020
|
|
Market Data combination - Discount curves
|
|
1
|
142
|
October 19, 2020
|
|
ArgChecker error messages could be improved
|
|
1
|
85
|
October 16, 2020
|
|
Zero Coupon Bonds
|
|
0
|
123
|
October 5, 2020
|
|
ResourceLocator#classLoader
|
|
1
|
91
|
September 29, 2020
|
|
SABR implementation details
|
|
2
|
312
|
September 28, 2020
|
|
SOFR/ESTR curve calibration
|
|
2
|
157
|
August 21, 2020
|
|
Question on ImmutableRatesProviderBuilder indexCurves method
|
|
5
|
259
|
August 20, 2020
|
|
InflationNodalCurve compounded seasonality check
|
|
1
|
222
|
August 20, 2020
|
|
Leg ordering before and after resolving a swap trade
|
|
1
|
103
|
August 17, 2020
|
|
Incorrect date evaluation on holiday for tenor calculation
|
|
1
|
120
|
August 17, 2020
|
|
Swap amortisation - are they supported by OG
|
|
1
|
128
|
July 28, 2020
|
|
Using SsviVolatilityFunction Example
|
|
0
|
108
|
July 25, 2020
|
|
SwapCrossCurrencyEnd2EndTest getMtmTrade
|
|
0
|
111
|
July 22, 2020
|
|
Excel Act/365 and Act/360 conventions
|
|
3
|
189
|
July 17, 2020
|
|
Caplet Floorlet SABR calibration normal model
|
|
6
|
268
|
July 13, 2020
|
|
Difference in scheduling between Fixed and Floating legs?
|
|
3
|
149
|
July 8, 2020
|
|
Calculating implied volatility
|
|
0
|
133
|
July 5, 2020
|
