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SABR implementation details
|
|
2
|
927
|
September 28, 2020
|
|
SOFR/ESTR curve calibration
|
|
2
|
691
|
August 21, 2020
|
|
Question on ImmutableRatesProviderBuilder indexCurves method
|
|
5
|
764
|
August 20, 2020
|
|
InflationNodalCurve compounded seasonality check
|
|
1
|
656
|
August 20, 2020
|
|
Leg ordering before and after resolving a swap trade
|
|
1
|
491
|
August 17, 2020
|
|
Incorrect date evaluation on holiday for tenor calculation
|
|
1
|
531
|
August 17, 2020
|
|
Swap amortisation - are they supported by OG
|
|
1
|
605
|
July 28, 2020
|
|
Using SsviVolatilityFunction Example
|
|
0
|
470
|
July 25, 2020
|
|
SwapCrossCurrencyEnd2EndTest getMtmTrade
|
|
0
|
470
|
July 22, 2020
|
|
Excel Act/365 and Act/360 conventions
|
|
3
|
1592
|
July 17, 2020
|
|
Caplet Floorlet SABR calibration normal model
|
|
6
|
783
|
July 13, 2020
|
|
Difference in scheduling between Fixed and Floating legs?
|
|
3
|
688
|
July 8, 2020
|
|
Calculating implied volatility
|
|
0
|
541
|
July 5, 2020
|
|
Equity Options?
|
|
1
|
654
|
June 23, 2020
|
|
1D OIS periodic schedule adjusted start/end issue
|
|
5
|
725
|
June 16, 2020
|
|
Automatically compute fixing date for a swap contract
|
|
6
|
712
|
June 10, 2020
|
|
Pchip Algorithm
|
|
0
|
607
|
June 4, 2020
|
|
HolidayCalendarIds.GBLO needs to move 2020-05-04 to 2020-05-08
|
|
1
|
616
|
May 11, 2020
|
|
Curve Calibration Reports Converge Error when Curve Type Set to DF(Discount Factor )
|
|
2
|
778
|
May 9, 2020
|
|
Request to look below Error of Matrix is NaN
|
|
1
|
614
|
May 7, 2020
|
|
Pricing Spanish SPGB Bonds
|
|
2
|
578
|
April 24, 2020
|
|
CDS: Imply spreads from hazard rates
|
|
3
|
939
|
April 24, 2020
|
|
Curve calibration and csa currency
|
|
1
|
507
|
April 3, 2020
|
|
Building BRL_CDI curve
|
|
3
|
604
|
March 18, 2020
|
|
CNY REPO 1W frequencies
|
|
1
|
659
|
March 4, 2020
|
|
Issue creating an InflationNodalCurve
|
|
2
|
838
|
February 28, 2020
|
|
Can't load other currency into Strata Report Tool demo
|
|
1
|
525
|
February 23, 2020
|
|
Par Sensitivity to only selected Nodes of the Fwd curve
|
|
2
|
801
|
February 17, 2020
|
|
Yield calculation issues in ex dividend period?
|
|
5
|
1034
|
February 12, 2020
|
|
UK Inflation Bond Pricing
|
|
0
|
548
|
February 10, 2020
|