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