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FixedCouponBond model should represent redemption value
|
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0
|
203
|
October 26, 2020
|
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Market Data combination - Discount curves
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1
|
302
|
October 19, 2020
|
|
ArgChecker error messages could be improved
|
|
1
|
204
|
October 16, 2020
|
|
Zero Coupon Bonds
|
|
0
|
264
|
October 5, 2020
|
|
ResourceLocator#classLoader
|
|
1
|
207
|
September 29, 2020
|
|
SABR implementation details
|
|
2
|
507
|
September 28, 2020
|
|
SOFR/ESTR curve calibration
|
|
2
|
306
|
August 21, 2020
|
|
Question on ImmutableRatesProviderBuilder indexCurves method
|
|
5
|
408
|
August 20, 2020
|
|
InflationNodalCurve compounded seasonality check
|
|
1
|
362
|
August 20, 2020
|
|
Leg ordering before and after resolving a swap trade
|
|
1
|
218
|
August 17, 2020
|
|
Incorrect date evaluation on holiday for tenor calculation
|
|
1
|
252
|
August 17, 2020
|
|
Swap amortisation - are they supported by OG
|
|
1
|
285
|
July 28, 2020
|
|
Using SsviVolatilityFunction Example
|
|
0
|
217
|
July 25, 2020
|
|
SwapCrossCurrencyEnd2EndTest getMtmTrade
|
|
0
|
217
|
July 22, 2020
|
|
Excel Act/365 and Act/360 conventions
|
|
3
|
418
|
July 17, 2020
|
|
Caplet Floorlet SABR calibration normal model
|
|
6
|
425
|
July 13, 2020
|
|
Difference in scheduling between Fixed and Floating legs?
|
|
3
|
312
|
July 8, 2020
|
|
Calculating implied volatility
|
|
0
|
266
|
July 5, 2020
|
|
Equity Options?
|
|
1
|
315
|
June 23, 2020
|
|
1D OIS periodic schedule adjusted start/end issue
|
|
5
|
378
|
June 16, 2020
|
|
Automatically compute fixing date for a swap contract
|
|
6
|
318
|
June 10, 2020
|
|
Pchip Algorithm
|
|
0
|
271
|
June 4, 2020
|
|
HolidayCalendarIds.GBLO needs to move 2020-05-04 to 2020-05-08
|
|
1
|
317
|
May 11, 2020
|
|
Curve Calibration Reports Converge Error when Curve Type Set to DF(Discount Factor )
|
|
2
|
361
|
May 9, 2020
|
|
Request to look below Error of Matrix is NaN
|
|
1
|
314
|
May 7, 2020
|
|
Pricing Spanish SPGB Bonds
|
|
2
|
314
|
April 24, 2020
|
|
CDS: Imply spreads from hazard rates
|
|
3
|
444
|
April 24, 2020
|
|
Curve calibration and csa currency
|
|
1
|
259
|
April 3, 2020
|
|
Building BRL_CDI curve
|
|
3
|
331
|
March 18, 2020
|
|
CNY REPO 1W frequencies
|
|
1
|
357
|
March 4, 2020
|
