|
When OG is planning to release 2.11.0 OG Strata version?
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|
3
|
33
|
January 10, 2022
|
|
An asian capfloor pricer against RFR
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|
5
|
213
|
January 4, 2022
|
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XCCY Overnight Overnight Swap and Overnight Overnight Swap Conventions
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2
|
77
|
January 4, 2022
|
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FixedInflationSwapsConvention createTrade function modification to comply with 15th of the month convention
|
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1
|
52
|
January 4, 2022
|
|
Typo in FixedInflationSwapConventions for GBP_FIXED_ZC_GB_ HICP
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1
|
25
|
January 4, 2022
|
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Overnight referencing swaptions valuation
|
|
0
|
45
|
November 26, 2021
|
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FXSingle present value formula
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4
|
53
|
November 26, 2021
|
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FX Forward Valuation
|
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17
|
1118
|
November 26, 2021
|
|
Calculate IR DV01 of CDS
|
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1
|
54
|
November 25, 2021
|
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RFR Swaps implementation of IsdaCreditCurveNode
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0
|
57
|
November 1, 2021
|
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Inflation swap parRate calculation
|
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0
|
83
|
September 10, 2021
|
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DenseLocalDateDoubleTimeSeries union seems buggy
|
|
1
|
83
|
September 6, 2021
|
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Custom rate calculation
|
|
2
|
139
|
August 23, 2021
|
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Strata and Java 17
|
|
3
|
120
|
August 23, 2021
|
|
Why are 0 day tenors not supported
|
|
1
|
108
|
August 23, 2021
|
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Any plan to support compounding when multiple reset periods in an accrual period
|
|
2
|
147
|
May 24, 2021
|
|
CDS ISDA Standard Model spread to points upfront example
|
|
1
|
167
|
May 1, 2021
|
|
Cash flows (for Floating Rate Notes)
|
|
1
|
197
|
April 28, 2021
|
|
Real Return Bonds, Strips (zero coupon) and Callable Bond pricing
|
|
7
|
1222
|
April 8, 2021
|
|
TradeReport.of() unexpected result
|
|
8
|
233
|
April 1, 2021
|
|
Performance using vectorbased pricers
|
|
1
|
177
|
March 18, 2021
|
|
Calculation Task intermediate result
|
|
1
|
152
|
March 18, 2021
|
|
Day Count Convention 28/360 not supported
|
|
1
|
181
|
March 18, 2021
|
|
Future Horizon Date Support?
|
|
1
|
225
|
December 21, 2020
|
|
PerturbationMapping to a price index
|
|
1
|
191
|
January 25, 2021
|
|
Inflation cap/floor supported?
|
|
1
|
219
|
January 25, 2021
|
|
CapitalIndexedBond with short first coupon
|
|
3
|
169
|
January 25, 2021
|
|
IBOR Reform Support
|
|
24
|
919
|
December 10, 2020
|
|
New example for MarkitYieldCurveDataParser
|
|
1
|
193
|
December 10, 2020
|
|
Is Monte-Carlo simulation available in Strata
|
|
1
|
236
|
October 31, 2020
|
