|
An asian capfloor pricer against RFR
|
|
2
|
46
|
May 26, 2021
|
|
Any plan to support compounding when multiple reset periods in an accrual period
|
|
2
|
38
|
May 24, 2021
|
|
CDS ISDA Standard Model spread to points upfront example
|
|
1
|
52
|
May 1, 2021
|
|
Cash flows (for Floating Rate Notes)
|
|
1
|
66
|
April 28, 2021
|
|
Real Return Bonds, Strips (zero coupon) and Callable Bond pricing
|
|
7
|
1052
|
April 8, 2021
|
|
TradeReport.of() unexpected result
|
|
8
|
110
|
April 1, 2021
|
|
Performance using vectorbased pricers
|
|
1
|
80
|
March 18, 2021
|
|
Calculation Task intermediate result
|
|
1
|
54
|
March 18, 2021
|
|
Day Count Convention 28/360 not supported
|
|
1
|
70
|
March 18, 2021
|
|
Future Horizon Date Support?
|
|
1
|
129
|
December 21, 2020
|
|
PerturbationMapping to a price index
|
|
1
|
83
|
January 25, 2021
|
|
Inflation cap/floor supported?
|
|
1
|
113
|
January 25, 2021
|
|
CapitalIndexedBond with short first coupon
|
|
3
|
75
|
January 25, 2021
|
|
IBOR Reform Support
|
|
24
|
686
|
December 10, 2020
|
|
New example for MarkitYieldCurveDataParser
|
|
1
|
102
|
December 10, 2020
|
|
Is Monte-Carlo simulation available in Strata
|
|
1
|
123
|
October 31, 2020
|
|
FixedCouponBond model should represent redemption value
|
|
0
|
109
|
October 26, 2020
|
|
Market Data combination - Discount curves
|
|
1
|
184
|
October 19, 2020
|
|
ArgChecker error messages could be improved
|
|
1
|
113
|
October 16, 2020
|
|
Zero Coupon Bonds
|
|
0
|
156
|
October 5, 2020
|
|
ResourceLocator#classLoader
|
|
1
|
115
|
September 29, 2020
|
|
SABR implementation details
|
|
2
|
357
|
September 28, 2020
|
|
SOFR/ESTR curve calibration
|
|
2
|
191
|
August 21, 2020
|
|
Question on ImmutableRatesProviderBuilder indexCurves method
|
|
5
|
292
|
August 20, 2020
|
|
InflationNodalCurve compounded seasonality check
|
|
1
|
259
|
August 20, 2020
|
|
Leg ordering before and after resolving a swap trade
|
|
1
|
135
|
August 17, 2020
|
|
Incorrect date evaluation on holiday for tenor calculation
|
|
1
|
145
|
August 17, 2020
|
|
Swap amortisation - are they supported by OG
|
|
1
|
176
|
July 28, 2020
|
|
Using SsviVolatilityFunction Example
|
|
0
|
135
|
July 25, 2020
|
|
SwapCrossCurrencyEnd2EndTest getMtmTrade
|
|
0
|
140
|
July 22, 2020
|
