|
Custom rate calculation
|
|
0
|
14
|
July 27, 2021
|
|
An asian capfloor pricer against RFR
|
|
2
|
80
|
May 26, 2021
|
|
Any plan to support compounding when multiple reset periods in an accrual period
|
|
2
|
73
|
May 24, 2021
|
|
CDS ISDA Standard Model spread to points upfront example
|
|
1
|
88
|
May 1, 2021
|
|
Cash flows (for Floating Rate Notes)
|
|
1
|
102
|
April 28, 2021
|
|
Real Return Bonds, Strips (zero coupon) and Callable Bond pricing
|
|
7
|
1099
|
April 8, 2021
|
|
TradeReport.of() unexpected result
|
|
8
|
141
|
April 1, 2021
|
|
Performance using vectorbased pricers
|
|
1
|
108
|
March 18, 2021
|
|
Calculation Task intermediate result
|
|
1
|
85
|
March 18, 2021
|
|
Day Count Convention 28/360 not supported
|
|
1
|
101
|
March 18, 2021
|
|
Future Horizon Date Support?
|
|
1
|
158
|
December 21, 2020
|
|
PerturbationMapping to a price index
|
|
1
|
120
|
January 25, 2021
|
|
Inflation cap/floor supported?
|
|
1
|
140
|
January 25, 2021
|
|
CapitalIndexedBond with short first coupon
|
|
3
|
100
|
January 25, 2021
|
|
IBOR Reform Support
|
|
24
|
735
|
December 10, 2020
|
|
New example for MarkitYieldCurveDataParser
|
|
1
|
127
|
December 10, 2020
|
|
Is Monte-Carlo simulation available in Strata
|
|
1
|
157
|
October 31, 2020
|
|
FixedCouponBond model should represent redemption value
|
|
0
|
140
|
October 26, 2020
|
|
Market Data combination - Discount curves
|
|
1
|
217
|
October 19, 2020
|
|
ArgChecker error messages could be improved
|
|
1
|
140
|
October 16, 2020
|
|
Zero Coupon Bonds
|
|
0
|
190
|
October 5, 2020
|
|
ResourceLocator#classLoader
|
|
1
|
144
|
September 29, 2020
|
|
SABR implementation details
|
|
2
|
405
|
September 28, 2020
|
|
SOFR/ESTR curve calibration
|
|
2
|
229
|
August 21, 2020
|
|
Question on ImmutableRatesProviderBuilder indexCurves method
|
|
5
|
325
|
August 20, 2020
|
|
InflationNodalCurve compounded seasonality check
|
|
1
|
288
|
August 20, 2020
|
|
Leg ordering before and after resolving a swap trade
|
|
1
|
160
|
August 17, 2020
|
|
Incorrect date evaluation on holiday for tenor calculation
|
|
1
|
177
|
August 17, 2020
|
|
Swap amortisation - are they supported by OG
|
|
1
|
212
|
July 28, 2020
|
|
Using SsviVolatilityFunction Example
|
|
0
|
163
|
July 25, 2020
|
