|
FXSingle present value formula
|
|
4
|
230
|
November 26, 2021
|
|
FX Forward Valuation
|
|
17
|
1457
|
November 26, 2021
|
|
Calculate IR DV01 of CDS
|
|
1
|
240
|
November 25, 2021
|
|
Inflation swap parRate calculation
|
|
0
|
260
|
September 10, 2021
|
|
DenseLocalDateDoubleTimeSeries union seems buggy
|
|
1
|
243
|
September 6, 2021
|
|
Custom rate calculation
|
|
2
|
319
|
August 23, 2021
|
|
Strata and Java 17
|
|
3
|
317
|
August 23, 2021
|
|
Why are 0 day tenors not supported
|
|
1
|
304
|
August 23, 2021
|
|
Any plan to support compounding when multiple reset periods in an accrual period
|
|
2
|
357
|
May 24, 2021
|
|
CDS ISDA Standard Model spread to points upfront example
|
|
1
|
335
|
May 1, 2021
|
|
Cash flows (for Floating Rate Notes)
|
|
1
|
475
|
April 28, 2021
|
|
Real Return Bonds, Strips (zero coupon) and Callable Bond pricing
|
|
7
|
1445
|
April 8, 2021
|
|
TradeReport.of() unexpected result
|
|
8
|
395
|
April 1, 2021
|
|
Performance using vectorbased pricers
|
|
1
|
325
|
March 18, 2021
|
|
Calculation Task intermediate result
|
|
1
|
289
|
March 18, 2021
|
|
Day Count Convention 28/360 not supported
|
|
1
|
335
|
March 18, 2021
|
|
Future Horizon Date Support?
|
|
1
|
370
|
December 21, 2020
|
|
PerturbationMapping to a price index
|
|
1
|
327
|
January 25, 2021
|
|
Inflation cap/floor supported?
|
|
1
|
372
|
January 25, 2021
|
|
CapitalIndexedBond with short first coupon
|
|
3
|
322
|
January 25, 2021
|
|
IBOR Reform Support
|
|
24
|
1266
|
December 10, 2020
|
|
New example for MarkitYieldCurveDataParser
|
|
1
|
319
|
December 10, 2020
|
|
Is Monte-Carlo simulation available in Strata
|
|
1
|
424
|
October 31, 2020
|
|
Market Data combination - Discount curves
|
|
1
|
446
|
October 19, 2020
|
|
ArgChecker error messages could be improved
|
|
1
|
332
|
October 16, 2020
|
|
Zero Coupon Bonds
|
|
0
|
398
|
October 5, 2020
|
|
ResourceLocator#classLoader
|
|
1
|
347
|
September 29, 2020
|
|
SABR implementation details
|
|
2
|
708
|
September 28, 2020
|
|
SOFR/ESTR curve calibration
|
|
2
|
465
|
August 21, 2020
|
|
Question on ImmutableRatesProviderBuilder indexCurves method
|
|
5
|
579
|
August 20, 2020
|