|
Yield calculation issues in ex dividend period?
|
|
6
|
246
|
February 12, 2020
|
|
UK Inflation Bond Pricing
|
|
1
|
150
|
February 10, 2020
|
|
Real Return Bonds, Strips (zero coupon) and Callable Bond pricing
|
|
5
|
876
|
January 23, 2020
|
|
Schedule calculation resulted in duplicate adjusted dates ERROR
|
|
2
|
126
|
January 23, 2020
|
|
JGB Accrued / Yield Calcuations
|
|
3
|
404
|
December 11, 2019
|
|
Yield calculation for UST bond maturing on 2020-05-31 settling 2019-11-29
|
|
1
|
131
|
December 2, 2019
|
|
Fpml ingest settlement date not set
|
|
3
|
179
|
November 20, 2019
|
|
Yield / Duration diff on new issue gilts vs Bloomberg
|
|
11
|
627
|
November 7, 2019
|
|
Parallelising RatesCurveCalibrator#calibrate
|
|
5
|
205
|
October 31, 2019
|
|
MtM XCCY instruments
|
|
4
|
207
|
October 30, 2019
|
|
Pricing a 4y9m 3m forward 3M CDOR swap
|
|
4
|
225
|
October 28, 2019
|
|
Money market Bond price/yield calculation
|
|
2
|
228
|
September 30, 2019
|
|
Calculation Swap leg DV01 / Duration
|
|
2
|
351
|
August 29, 2019
|
|
SABR adjoint is abnormally slow
|
|
4
|
267
|
August 8, 2019
|
|
Fed funds curve with meeting date swaps immediately prior to meeting
|
|
1
|
337
|
July 30, 2019
|
|
Create InterpolatedNodalCurve with discount factors (no calibration)
|
|
5
|
211
|
July 30, 2019
|
|
RatesCurvesCsvLoader: 'Date' vs. 'Day count' vs. 'Label column'
|
|
2
|
223
|
July 24, 2019
|
|
Create MarketData in-memory
|
|
2
|
251
|
July 24, 2019
|
|
FX Forward Valuation
|
|
15
|
551
|
July 11, 2019
|
|
Applying compounding frequency for calibrating curves
|
|
7
|
283
|
July 3, 2019
|
|
Extending the com.opengamma.strata.basics.date.Tenor class for FX
|
|
2
|
231
|
June 21, 2019
|
|
Converting trades to FpML
|
|
4
|
460
|
June 20, 2019
|
|
Past cash flows
|
|
3
|
240
|
May 31, 2019
|
|
Trade generation bug in XCcyIborIborSwapCurveNode
|
|
2
|
193
|
May 31, 2019
|
|
What is the use of EPS in extrapolation methods
|
|
6
|
224
|
May 21, 2019
|
|
IssuerCurveZeroRateSensitivity
|
|
3
|
200
|
May 20, 2019
|
|
OvernightIndexData.csv entry for SONIA
|
|
3
|
203
|
May 17, 2019
|
|
Creating a simple FXForward curve
|
|
3
|
368
|
May 1, 2019
|
|
Issue with bond pricing?
|
|
11
|
396
|
April 30, 2019
|
|
Strata v2.3.2 released
|
|
2
|
223
|
April 30, 2019
|
