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FixedInflationSwapsConvention createTrade function modification to comply with 15th of the month convention
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1
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470
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January 4, 2022
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Typo in FixedInflationSwapConventions for GBP_FIXED_ZC_GB_ HICP
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1
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359
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January 4, 2022
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Overnight referencing swaptions valuation
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0
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371
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November 26, 2021
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FXSingle present value formula
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4
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414
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November 26, 2021
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FX Forward Valuation
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17
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2114
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November 26, 2021
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Calculate IR DV01 of CDS
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1
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727
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November 25, 2021
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Inflation swap parRate calculation
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0
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456
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September 10, 2021
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DenseLocalDateDoubleTimeSeries union seems buggy
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1
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414
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September 6, 2021
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Custom rate calculation
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2
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491
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August 23, 2021
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Strata and Java 17
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3
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544
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August 23, 2021
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Why are 0 day tenors not supported
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1
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492
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August 23, 2021
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Any plan to support compounding when multiple reset periods in an accrual period
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2
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574
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May 24, 2021
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CDS ISDA Standard Model spread to points upfront example
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1
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585
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May 1, 2021
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Cash flows (for Floating Rate Notes)
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1
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739
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April 28, 2021
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Real Return Bonds, Strips (zero coupon) and Callable Bond pricing
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7
|
1737
|
April 8, 2021
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TradeReport.of() unexpected result
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8
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555
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April 1, 2021
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Performance using vectorbased pricers
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1
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513
|
March 18, 2021
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Calculation Task intermediate result
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1
|
422
|
March 18, 2021
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Day Count Convention 28/360 not supported
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1
|
507
|
March 18, 2021
|
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Future Horizon Date Support?
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1
|
500
|
December 21, 2020
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PerturbationMapping to a price index
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1
|
465
|
January 25, 2021
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Inflation cap/floor supported?
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1
|
562
|
January 25, 2021
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CapitalIndexedBond with short first coupon
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3
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459
|
January 25, 2021
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IBOR Reform Support
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24
|
1658
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December 10, 2020
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New example for MarkitYieldCurveDataParser
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1
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451
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December 10, 2020
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Is Monte-Carlo simulation available in Strata
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1
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597
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October 31, 2020
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Market Data combination - Discount curves
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1
|
587
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October 19, 2020
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ArgChecker error messages could be improved
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|
1
|
459
|
October 16, 2020
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Zero Coupon Bonds
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0
|
633
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October 5, 2020
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ResourceLocator#classLoader
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1
|
569
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September 29, 2020
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