|
Schedule calculation resulted in duplicate adjusted dates ERROR
|
|
1
|
692
|
January 23, 2020
|
|
JGB Accrued / Yield Calcuations
|
|
2
|
2189
|
December 11, 2019
|
|
Yield calculation for UST bond maturing on 2020-05-31 settling 2019-11-29
|
|
0
|
519
|
December 2, 2019
|
|
Fpml ingest settlement date not set
|
|
2
|
590
|
November 20, 2019
|
|
Yield / Duration diff on new issue gilts vs Bloomberg
|
|
10
|
1424
|
November 7, 2019
|
|
Parallelising RatesCurveCalibrator#calibrate
|
|
4
|
652
|
October 31, 2019
|
|
MtM XCCY instruments
|
|
3
|
651
|
October 30, 2019
|
|
Pricing a 4y9m 3m forward 3M CDOR swap
|
|
3
|
694
|
October 28, 2019
|
|
Money market Bond price/yield calculation
|
|
1
|
742
|
September 30, 2019
|
|
Calculation Swap leg DV01 / Duration
|
|
1
|
1269
|
August 29, 2019
|
|
SABR adjoint is abnormally slow
|
|
3
|
741
|
August 8, 2019
|
|
Fed funds curve with meeting date swaps immediately prior to meeting
|
|
0
|
1341
|
July 30, 2019
|
|
Create InterpolatedNodalCurve with discount factors (no calibration)
|
|
4
|
693
|
July 30, 2019
|
|
RatesCurvesCsvLoader: 'Date' vs. 'Day count' vs. 'Label column'
|
|
1
|
748
|
July 24, 2019
|
|
Create MarketData in-memory
|
|
1
|
684
|
July 24, 2019
|
|
Applying compounding frequency for calibrating curves
|
|
6
|
745
|
July 3, 2019
|
|
Extending the com.opengamma.strata.basics.date.Tenor class for FX
|
|
1
|
678
|
June 21, 2019
|
|
Converting trades to FpML
|
|
3
|
849
|
June 20, 2019
|
|
Past cash flows
|
|
2
|
773
|
May 31, 2019
|
|
Trade generation bug in XCcyIborIborSwapCurveNode
|
|
1
|
579
|
May 31, 2019
|
|
What is the use of EPS in extrapolation methods
|
|
5
|
892
|
May 21, 2019
|
|
IssuerCurveZeroRateSensitivity
|
|
2
|
569
|
May 20, 2019
|
|
OvernightIndexData.csv entry for SONIA
|
|
2
|
778
|
May 17, 2019
|
|
Creating a simple FXForward curve
|
|
2
|
1242
|
May 1, 2019
|
|
Issue with bond pricing?
|
|
10
|
1021
|
April 30, 2019
|
|
Strata v2.3.2 released
|
|
1
|
633
|
April 30, 2019
|
|
Add UnadjustedDate to CashFlow?
|
|
4
|
829
|
April 16, 2019
|
|
Bank Loans and TRS
|
|
7
|
2077
|
April 16, 2019
|
|
Loan Modelling with multiple interest rates
|
|
2
|
702
|
April 4, 2019
|
|
New custom configuration for Swap and Term Deposit
|
|
2
|
650
|
April 12, 2019
|