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An asian capfloor pricer against RFR
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|
8
|
351
|
March 30, 2022
|
|
Queens Birthday isn't showing up as a holiday for the AUSY holiday calendar
|
|
2
|
75
|
February 21, 2022
|
|
XCCY Overnight Overnight Swap and Overnight Overnight Swap Conventions
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3
|
246
|
February 4, 2022
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When OG is planning to release 2.11.0 OG Strata version?
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|
3
|
137
|
January 10, 2022
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FixedInflationSwapsConvention createTrade function modification to comply with 15th of the month convention
|
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1
|
143
|
January 4, 2022
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|
Typo in FixedInflationSwapConventions for GBP_FIXED_ZC_GB_ HICP
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1
|
93
|
January 4, 2022
|
|
Overnight referencing swaptions valuation
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|
0
|
114
|
November 26, 2021
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|
FXSingle present value formula
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4
|
117
|
November 26, 2021
|
|
FX Forward Valuation
|
|
17
|
1232
|
November 26, 2021
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|
Calculate IR DV01 of CDS
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1
|
115
|
November 25, 2021
|
|
RFR Swaps implementation of IsdaCreditCurveNode
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0
|
125
|
November 1, 2021
|
|
Inflation swap parRate calculation
|
|
0
|
148
|
September 10, 2021
|
|
DenseLocalDateDoubleTimeSeries union seems buggy
|
|
1
|
146
|
September 6, 2021
|
|
Custom rate calculation
|
|
2
|
207
|
August 23, 2021
|
|
Strata and Java 17
|
|
3
|
195
|
August 23, 2021
|
|
Why are 0 day tenors not supported
|
|
1
|
183
|
August 23, 2021
|
|
Any plan to support compounding when multiple reset periods in an accrual period
|
|
2
|
234
|
May 24, 2021
|
|
CDS ISDA Standard Model spread to points upfront example
|
|
1
|
244
|
May 1, 2021
|
|
Cash flows (for Floating Rate Notes)
|
|
1
|
270
|
April 28, 2021
|
|
Real Return Bonds, Strips (zero coupon) and Callable Bond pricing
|
|
7
|
1320
|
April 8, 2021
|
|
TradeReport.of() unexpected result
|
|
8
|
293
|
April 1, 2021
|
|
Performance using vectorbased pricers
|
|
1
|
236
|
March 18, 2021
|
|
Calculation Task intermediate result
|
|
1
|
210
|
March 18, 2021
|
|
Day Count Convention 28/360 not supported
|
|
1
|
243
|
March 18, 2021
|
|
Future Horizon Date Support?
|
|
1
|
290
|
December 21, 2020
|
|
PerturbationMapping to a price index
|
|
1
|
256
|
January 25, 2021
|
|
Inflation cap/floor supported?
|
|
1
|
289
|
January 25, 2021
|
|
CapitalIndexedBond with short first coupon
|
|
3
|
240
|
January 25, 2021
|
|
IBOR Reform Support
|
|
24
|
1047
|
December 10, 2020
|
|
New example for MarkitYieldCurveDataParser
|
|
1
|
248
|
December 10, 2020
|