|
Cash flows (for Floating Rate Notes)
|
|
1
|
673
|
April 28, 2021
|
|
Real Return Bonds, Strips (zero coupon) and Callable Bond pricing
|
|
7
|
1664
|
April 8, 2021
|
|
TradeReport.of() unexpected result
|
|
8
|
515
|
April 1, 2021
|
|
Performance using vectorbased pricers
|
|
1
|
463
|
March 18, 2021
|
|
Calculation Task intermediate result
|
|
1
|
393
|
March 18, 2021
|
|
Day Count Convention 28/360 not supported
|
|
1
|
454
|
March 18, 2021
|
|
Future Horizon Date Support?
|
|
1
|
470
|
December 21, 2020
|
|
PerturbationMapping to a price index
|
|
1
|
437
|
January 25, 2021
|
|
Inflation cap/floor supported?
|
|
1
|
528
|
January 25, 2021
|
|
CapitalIndexedBond with short first coupon
|
|
3
|
430
|
January 25, 2021
|
|
IBOR Reform Support
|
|
24
|
1567
|
December 10, 2020
|
|
New example for MarkitYieldCurveDataParser
|
|
1
|
425
|
December 10, 2020
|
|
Is Monte-Carlo simulation available in Strata
|
|
1
|
562
|
October 31, 2020
|
|
Market Data combination - Discount curves
|
|
1
|
550
|
October 19, 2020
|
|
ArgChecker error messages could be improved
|
|
1
|
438
|
October 16, 2020
|
|
Zero Coupon Bonds
|
|
0
|
597
|
October 5, 2020
|
|
ResourceLocator#classLoader
|
|
1
|
526
|
September 29, 2020
|
|
SABR implementation details
|
|
2
|
862
|
September 28, 2020
|
|
SOFR/ESTR curve calibration
|
|
2
|
645
|
August 21, 2020
|
|
Question on ImmutableRatesProviderBuilder indexCurves method
|
|
5
|
726
|
August 20, 2020
|
|
InflationNodalCurve compounded seasonality check
|
|
1
|
630
|
August 20, 2020
|
|
Leg ordering before and after resolving a swap trade
|
|
1
|
466
|
August 17, 2020
|
|
Incorrect date evaluation on holiday for tenor calculation
|
|
1
|
509
|
August 17, 2020
|
|
Swap amortisation - are they supported by OG
|
|
1
|
580
|
July 28, 2020
|
|
Using SsviVolatilityFunction Example
|
|
0
|
448
|
July 25, 2020
|
|
SwapCrossCurrencyEnd2EndTest getMtmTrade
|
|
0
|
446
|
July 22, 2020
|
|
Excel Act/365 and Act/360 conventions
|
|
3
|
1347
|
July 17, 2020
|
|
Caplet Floorlet SABR calibration normal model
|
|
6
|
722
|
July 13, 2020
|
|
Difference in scheduling between Fixed and Floating legs?
|
|
3
|
644
|
July 8, 2020
|
|
Calculating implied volatility
|
|
0
|
521
|
July 5, 2020
|