|
Curve Calibration Reports Converge Error when Curve Type Set to DF(Discount Factor )
|
|
2
|
158
|
May 9, 2020
|
|
Request to look below Error of Matrix is NaN
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|
1
|
149
|
May 7, 2020
|
|
Pricing Spanish SPGB Bonds
|
|
2
|
157
|
April 24, 2020
|
|
CDS: Imply spreads from hazard rates
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|
3
|
216
|
April 24, 2020
|
|
Curve calibration and csa currency
|
|
1
|
132
|
April 3, 2020
|
|
Building BRL_CDI curve
|
|
3
|
181
|
March 18, 2020
|
|
CNY REPO 1W frequencies
|
|
1
|
178
|
March 4, 2020
|
|
Issue creating an InflationNodalCurve
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|
2
|
211
|
February 28, 2020
|
|
Can't load other currency into Strata Report Tool demo
|
|
1
|
134
|
February 23, 2020
|
|
Par Sensitivity to only selected Nodes of the Fwd curve
|
|
2
|
215
|
February 17, 2020
|
|
Yield calculation issues in ex dividend period?
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|
5
|
296
|
February 12, 2020
|
|
UK Inflation Bond Pricing
|
|
0
|
201
|
February 10, 2020
|
|
Real Return Bonds, Strips (zero coupon) and Callable Bond pricing
|
|
4
|
951
|
January 23, 2020
|
|
Schedule calculation resulted in duplicate adjusted dates ERROR
|
|
1
|
166
|
January 23, 2020
|
|
JGB Accrued / Yield Calcuations
|
|
2
|
550
|
December 11, 2019
|
|
Yield calculation for UST bond maturing on 2020-05-31 settling 2019-11-29
|
|
0
|
172
|
December 2, 2019
|
|
Fpml ingest settlement date not set
|
|
2
|
218
|
November 20, 2019
|
|
Yield / Duration diff on new issue gilts vs Bloomberg
|
|
10
|
705
|
November 7, 2019
|
|
Parallelising RatesCurveCalibrator#calibrate
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|
4
|
249
|
October 31, 2019
|
|
MtM XCCY instruments
|
|
3
|
239
|
October 30, 2019
|
|
Pricing a 4y9m 3m forward 3M CDOR swap
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|
3
|
255
|
October 28, 2019
|
|
Money market Bond price/yield calculation
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|
1
|
267
|
September 30, 2019
|
|
Calculation Swap leg DV01 / Duration
|
|
1
|
434
|
August 29, 2019
|
|
SABR adjoint is abnormally slow
|
|
3
|
313
|
August 8, 2019
|
|
Fed funds curve with meeting date swaps immediately prior to meeting
|
|
0
|
409
|
July 30, 2019
|
|
Create InterpolatedNodalCurve with discount factors (no calibration)
|
|
4
|
238
|
July 30, 2019
|
|
RatesCurvesCsvLoader: 'Date' vs. 'Day count' vs. 'Label column'
|
|
1
|
270
|
July 24, 2019
|
|
Create MarketData in-memory
|
|
1
|
292
|
July 24, 2019
|
|
FX Forward Valuation
|
|
14
|
685
|
July 11, 2019
|
|
Applying compounding frequency for calibrating curves
|
|
6
|
309
|
July 3, 2019
|
