|
FixedCouponBond model should represent redemption value
|
|
1
|
460
|
October 10, 2022
|
|
Queen's Furneral bank holiday GBLO
|
|
2
|
144
|
September 12, 2022
|
|
AUSY contains Aug & Oct state-local holidays
|
|
3
|
190
|
September 10, 2022
|
|
Using strata with intellij
|
|
0
|
163
|
August 31, 2022
|
|
MTM Xccy Basis Swaps
|
|
0
|
172
|
August 10, 2022
|
|
Piecewise Quadratic interpolation
|
|
1
|
210
|
July 8, 2022
|
|
NYSE doesn't have Juneteenth holiday
|
|
1
|
181
|
June 21, 2022
|
|
Zero Coupon Inflation Swap
|
|
1
|
183
|
June 17, 2022
|
|
RFR Swaps implementation of IsdaCreditCurveNode
|
|
1
|
358
|
May 26, 2022
|
|
An asian capfloor pricer against RFR
|
|
8
|
595
|
March 30, 2022
|
|
Queens Birthday isn't showing up as a holiday for the AUSY holiday calendar
|
|
2
|
281
|
February 21, 2022
|
|
XCCY Overnight Overnight Swap and Overnight Overnight Swap Conventions
|
|
3
|
546
|
February 4, 2022
|
|
When OG is planning to release 2.11.0 OG Strata version?
|
|
3
|
340
|
January 10, 2022
|
|
FixedInflationSwapsConvention createTrade function modification to comply with 15th of the month convention
|
|
1
|
357
|
January 4, 2022
|
|
Typo in FixedInflationSwapConventions for GBP_FIXED_ZC_GB_ HICP
|
|
1
|
284
|
January 4, 2022
|
|
Overnight referencing swaptions valuation
|
|
0
|
286
|
November 26, 2021
|
|
FXSingle present value formula
|
|
4
|
302
|
November 26, 2021
|
|
FX Forward Valuation
|
|
17
|
1663
|
November 26, 2021
|
|
Calculate IR DV01 of CDS
|
|
1
|
392
|
November 25, 2021
|
|
Inflation swap parRate calculation
|
|
0
|
319
|
September 10, 2021
|
|
DenseLocalDateDoubleTimeSeries union seems buggy
|
|
1
|
300
|
September 6, 2021
|
|
Custom rate calculation
|
|
2
|
392
|
August 23, 2021
|
|
Strata and Java 17
|
|
3
|
407
|
August 23, 2021
|
|
Why are 0 day tenors not supported
|
|
1
|
389
|
August 23, 2021
|
|
Any plan to support compounding when multiple reset periods in an accrual period
|
|
2
|
440
|
May 24, 2021
|
|
CDS ISDA Standard Model spread to points upfront example
|
|
1
|
408
|
May 1, 2021
|
|
Cash flows (for Floating Rate Notes)
|
|
1
|
592
|
April 28, 2021
|
|
Real Return Bonds, Strips (zero coupon) and Callable Bond pricing
|
|
7
|
1555
|
April 8, 2021
|
|
TradeReport.of() unexpected result
|
|
8
|
461
|
April 1, 2021
|
|
Performance using vectorbased pricers
|
|
1
|
399
|
March 18, 2021
|