|
Calc of IRR vs MS XIRR
|
|
6
|
50
|
December 5, 2022
|
|
Schedule information is required when pricing swaption with day count = act/365L
|
|
0
|
22
|
November 30, 2022
|
|
Get discount factors for zero rates curve
|
|
0
|
19
|
November 24, 2022
|
|
Crate a Government Bond Curve
|
|
5
|
910
|
November 23, 2022
|
|
Bond Curve Calibration
|
|
0
|
17
|
November 23, 2022
|
|
Accruals calculation based on actual RFR fixings
|
|
4
|
232
|
November 11, 2022
|
|
Does DirtyPriceFromYield compute yield to maturity?
|
|
0
|
26
|
November 1, 2022
|
|
Bond Pricing of Italian BTP
|
|
2
|
56
|
October 10, 2022
|
|
Add more function for the support KOFR OvernightIndex Futures
|
|
1
|
59
|
October 10, 2022
|
|
FixedCouponBond model should represent redemption value
|
|
1
|
351
|
October 10, 2022
|
|
Queen's Furneral bank holiday GBLO
|
|
2
|
54
|
September 12, 2022
|
|
AUSY contains Aug & Oct state-local holidays
|
|
3
|
92
|
September 10, 2022
|
|
Using strata with intellij
|
|
0
|
55
|
August 31, 2022
|
|
MTM Xccy Basis Swaps
|
|
0
|
55
|
August 10, 2022
|
|
Piecewise Quadratic interpolation
|
|
1
|
90
|
July 8, 2022
|
|
NYSE doesn't have Juneteenth holiday
|
|
1
|
86
|
June 21, 2022
|
|
IRS CAD (insert Term here) vs 3M CDOR
|
|
7
|
1480
|
June 19, 2022
|
|
Zero Coupon Inflation Swap
|
|
1
|
88
|
June 17, 2022
|
|
Custom Holiday Calendar Example
|
|
4
|
128
|
June 10, 2022
|
|
RFR Swaps implementation of IsdaCreditCurveNode
|
|
1
|
249
|
May 26, 2022
|
|
An asian capfloor pricer against RFR
|
|
8
|
443
|
March 30, 2022
|
|
Queens Birthday isn't showing up as a holiday for the AUSY holiday calendar
|
|
2
|
169
|
February 21, 2022
|
|
XCCY Overnight Overnight Swap and Overnight Overnight Swap Conventions
|
|
3
|
434
|
February 4, 2022
|
|
When OG is planning to release 2.11.0 OG Strata version?
|
|
3
|
245
|
January 10, 2022
|
|
FixedInflationSwapsConvention createTrade function modification to comply with 15th of the month convention
|
|
1
|
241
|
January 4, 2022
|
|
Typo in FixedInflationSwapConventions for GBP_FIXED_ZC_GB_ HICP
|
|
1
|
200
|
January 4, 2022
|
|
Overnight referencing swaptions valuation
|
|
0
|
195
|
November 26, 2021
|
|
FXSingle present value formula
|
|
4
|
210
|
November 26, 2021
|
|
FX Forward Valuation
|
|
17
|
1388
|
November 26, 2021
|
|
Calculate IR DV01 of CDS
|
|
1
|
218
|
November 25, 2021
|