|
Leg ordering before and after resolving a swap trade
|
|
1
|
181
|
August 17, 2020
|
|
Incorrect date evaluation on holiday for tenor calculation
|
|
1
|
203
|
August 17, 2020
|
|
Swap amortisation - are they supported by OG
|
|
1
|
239
|
July 28, 2020
|
|
Using SsviVolatilityFunction Example
|
|
0
|
186
|
July 25, 2020
|
|
SwapCrossCurrencyEnd2EndTest getMtmTrade
|
|
0
|
189
|
July 22, 2020
|
|
Excel Act/365 and Act/360 conventions
|
|
3
|
350
|
July 17, 2020
|
|
Caplet Floorlet SABR calibration normal model
|
|
6
|
370
|
July 13, 2020
|
|
Difference in scheduling between Fixed and Floating legs?
|
|
3
|
254
|
July 8, 2020
|
|
Calculating implied volatility
|
|
0
|
216
|
July 5, 2020
|
|
Equity Options?
|
|
1
|
267
|
June 23, 2020
|
|
1D OIS periodic schedule adjusted start/end issue
|
|
5
|
316
|
June 16, 2020
|
|
Automatically compute fixing date for a swap contract
|
|
6
|
268
|
June 10, 2020
|
|
Pchip Algorithm
|
|
0
|
223
|
June 4, 2020
|
|
HolidayCalendarIds.GBLO needs to move 2020-05-04 to 2020-05-08
|
|
1
|
263
|
May 11, 2020
|
|
Curve Calibration Reports Converge Error when Curve Type Set to DF(Discount Factor )
|
|
2
|
306
|
May 9, 2020
|
|
Request to look below Error of Matrix is NaN
|
|
1
|
269
|
May 7, 2020
|
|
Pricing Spanish SPGB Bonds
|
|
2
|
272
|
April 24, 2020
|
|
CDS: Imply spreads from hazard rates
|
|
3
|
384
|
April 24, 2020
|
|
Curve calibration and csa currency
|
|
1
|
225
|
April 3, 2020
|
|
Building BRL_CDI curve
|
|
3
|
293
|
March 18, 2020
|
|
CNY REPO 1W frequencies
|
|
1
|
303
|
March 4, 2020
|
|
Issue creating an InflationNodalCurve
|
|
2
|
306
|
February 28, 2020
|
|
Can't load other currency into Strata Report Tool demo
|
|
1
|
238
|
February 23, 2020
|
|
Par Sensitivity to only selected Nodes of the Fwd curve
|
|
2
|
380
|
February 17, 2020
|
|
Yield calculation issues in ex dividend period?
|
|
5
|
459
|
February 12, 2020
|
|
UK Inflation Bond Pricing
|
|
0
|
294
|
February 10, 2020
|
|
Schedule calculation resulted in duplicate adjusted dates ERROR
|
|
1
|
303
|
January 23, 2020
|
|
JGB Accrued / Yield Calcuations
|
|
2
|
853
|
December 11, 2019
|
|
Yield calculation for UST bond maturing on 2020-05-31 settling 2019-11-29
|
|
0
|
266
|
December 2, 2019
|
|
Fpml ingest settlement date not set
|
|
2
|
315
|
November 20, 2019
|
