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Accruals calculation based on actual RFR fixings
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|
1
|
28
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June 27, 2022
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|
NYSE doesn't have Juneteenth holiday
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1
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23
|
June 21, 2022
|
|
IRS CAD (insert Term here) vs 3M CDOR
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|
7
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1364
|
June 19, 2022
|
|
Zero Coupon Inflation Swap
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1
|
19
|
June 17, 2022
|
|
Custom Holiday Calendar Example
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4
|
37
|
June 10, 2022
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|
RFR Swaps implementation of IsdaCreditCurveNode
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1
|
159
|
May 26, 2022
|
|
An asian capfloor pricer against RFR
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8
|
379
|
March 30, 2022
|
|
Queens Birthday isn't showing up as a holiday for the AUSY holiday calendar
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2
|
103
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February 21, 2022
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XCCY Overnight Overnight Swap and Overnight Overnight Swap Conventions
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|
3
|
331
|
February 4, 2022
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When OG is planning to release 2.11.0 OG Strata version?
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3
|
169
|
January 10, 2022
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FixedInflationSwapsConvention createTrade function modification to comply with 15th of the month convention
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1
|
168
|
January 4, 2022
|
|
Typo in FixedInflationSwapConventions for GBP_FIXED_ZC_GB_ HICP
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|
1
|
120
|
January 4, 2022
|
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Overnight referencing swaptions valuation
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|
0
|
130
|
November 26, 2021
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|
FXSingle present value formula
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4
|
133
|
November 26, 2021
|
|
FX Forward Valuation
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|
17
|
1279
|
November 26, 2021
|
|
Calculate IR DV01 of CDS
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1
|
143
|
November 25, 2021
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Inflation swap parRate calculation
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0
|
167
|
September 10, 2021
|
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DenseLocalDateDoubleTimeSeries union seems buggy
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1
|
163
|
September 6, 2021
|
|
Custom rate calculation
|
|
2
|
224
|
August 23, 2021
|
|
Strata and Java 17
|
|
3
|
212
|
August 23, 2021
|
|
Why are 0 day tenors not supported
|
|
1
|
211
|
August 23, 2021
|
|
Any plan to support compounding when multiple reset periods in an accrual period
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2
|
258
|
May 24, 2021
|
|
CDS ISDA Standard Model spread to points upfront example
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|
1
|
264
|
May 1, 2021
|
|
Cash flows (for Floating Rate Notes)
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|
1
|
294
|
April 28, 2021
|
|
Real Return Bonds, Strips (zero coupon) and Callable Bond pricing
|
|
7
|
1343
|
April 8, 2021
|
|
TradeReport.of() unexpected result
|
|
8
|
306
|
April 1, 2021
|
|
Performance using vectorbased pricers
|
|
1
|
254
|
March 18, 2021
|
|
Calculation Task intermediate result
|
|
1
|
223
|
March 18, 2021
|
|
Day Count Convention 28/360 not supported
|
|
1
|
262
|
March 18, 2021
|
|
Future Horizon Date Support?
|
|
1
|
305
|
December 21, 2020
|