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Equity Options?
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1
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182
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June 23, 2020
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1D OIS periodic schedule adjusted start/end issue
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5
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198
|
June 16, 2020
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Automatically compute fixing date for a swap contract
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6
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186
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June 10, 2020
|
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Pchip Algorithm
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0
|
148
|
June 4, 2020
|
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HolidayCalendarIds.GBLO needs to move 2020-05-04 to 2020-05-08
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1
|
159
|
May 11, 2020
|
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Curve Calibration Reports Converge Error when Curve Type Set to DF(Discount Factor )
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2
|
201
|
May 9, 2020
|
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Request to look below Error of Matrix is NaN
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1
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182
|
May 7, 2020
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Pricing Spanish SPGB Bonds
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2
|
192
|
April 24, 2020
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CDS: Imply spreads from hazard rates
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3
|
260
|
April 24, 2020
|
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Curve calibration and csa currency
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|
1
|
150
|
April 3, 2020
|
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Building BRL_CDI curve
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3
|
214
|
March 18, 2020
|
|
CNY REPO 1W frequencies
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1
|
206
|
March 4, 2020
|
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Issue creating an InflationNodalCurve
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2
|
241
|
February 28, 2020
|
|
Can't load other currency into Strata Report Tool demo
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1
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154
|
February 23, 2020
|
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Par Sensitivity to only selected Nodes of the Fwd curve
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2
|
256
|
February 17, 2020
|
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Yield calculation issues in ex dividend period?
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5
|
335
|
February 12, 2020
|
|
UK Inflation Bond Pricing
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0
|
228
|
February 10, 2020
|
|
Schedule calculation resulted in duplicate adjusted dates ERROR
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1
|
193
|
January 23, 2020
|
|
JGB Accrued / Yield Calcuations
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2
|
633
|
December 11, 2019
|
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Yield calculation for UST bond maturing on 2020-05-31 settling 2019-11-29
|
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0
|
193
|
December 2, 2019
|
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Fpml ingest settlement date not set
|
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2
|
241
|
November 20, 2019
|
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Yield / Duration diff on new issue gilts vs Bloomberg
|
|
10
|
747
|
November 7, 2019
|
|
Parallelising RatesCurveCalibrator#calibrate
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4
|
274
|
October 31, 2019
|
|
MtM XCCY instruments
|
|
3
|
257
|
October 30, 2019
|
|
Pricing a 4y9m 3m forward 3M CDOR swap
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|
3
|
284
|
October 28, 2019
|
|
Money market Bond price/yield calculation
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|
1
|
289
|
September 30, 2019
|
|
Calculation Swap leg DV01 / Duration
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|
1
|
481
|
August 29, 2019
|
|
SABR adjoint is abnormally slow
|
|
3
|
334
|
August 8, 2019
|
|
Fed funds curve with meeting date swaps immediately prior to meeting
|
|
0
|
448
|
July 30, 2019
|
|
Create InterpolatedNodalCurve with discount factors (no calibration)
|
|
4
|
264
|
July 30, 2019
|
