|
Expose holidays in HolidayCalendar interface
|
|
6
|
827
|
October 9, 2018
|
|
Strata v2.0.0 released
|
|
1
|
793
|
August 22, 2018
|
|
LMM usage selecting factors and pricing
|
|
0
|
699
|
August 16, 2018
|
|
Availability of a Monte-Carlo counterparty CVA and PFE module
|
|
1
|
824
|
August 8, 2018
|
|
Flat credit spread/RR curve calibration
|
|
1
|
889
|
July 10, 2018
|
|
Curve calibration and pricing
|
|
3
|
877
|
July 2, 2018
|
|
Build table with rates
|
|
1
|
801
|
June 29, 2018
|
|
IRS Vanilla Zero and Forward Curves
|
|
2
|
1286
|
June 29, 2018
|
|
Incremental pricing
|
|
2
|
688
|
June 18, 2018
|
|
ReportRunnerTool seems not supporting FixedCouponBond pricing
|
|
2
|
711
|
June 9, 2018
|
|
Bootstrapping a simple hazard rate curve
|
|
1
|
977
|
June 5, 2018
|
|
Managing several currencies
|
|
3
|
856
|
May 16, 2018
|
|
Building discount curve
|
|
1
|
798
|
May 16, 2018
|
|
Strata 1.7 Java 9 dependency causing issues with various Apache products
|
|
1
|
868
|
April 25, 2018
|
|
Extrapolation and senstitvities
|
|
2
|
768
|
April 19, 2018
|
|
How to get Currency Pair Spot Date
|
|
1
|
863
|
April 17, 2018
|
|
Bootstrapping foreign discount curve with forward points and spot
|
|
4
|
1363
|
March 26, 2018
|
|
How to get the FX swap points based on Discounting curves and Spot price
|
|
2
|
978
|
March 26, 2018
|
|
Fixed Bond Pricing and Sensitivities
|
|
4
|
2334
|
March 17, 2018
|
|
Calibration are not working
|
|
4
|
1166
|
March 6, 2018
|
|
Installing strata in eclipse/Resolved
|
|
1
|
925
|
March 5, 2018
|
|
Problem Deserializing MarketData object from Json
|
|
6
|
1046
|
February 22, 2018
|
|
Strata v1.7 released
|
|
1
|
840
|
February 20, 2018
|
|
Timebased sensitivities
|
|
2
|
831
|
February 2, 2018
|
|
Topic/trade-summary target release version
|
|
2
|
965
|
January 23, 2018
|
|
NPV of a FX Spot trade
|
|
1
|
1576
|
January 23, 2018
|
|
DV01 for fixed and zero coupon treasury bonds as well as DV01 for Fixed-Float swaps
|
|
14
|
6203
|
December 6, 2017
|
|
Strata v1.6 released
|
|
1
|
1006
|
November 28, 2017
|
|
Floating Bond Pricer
|
|
1
|
997
|
November 23, 2017
|
|
Explicit final stub issue
|
|
4
|
987
|
November 20, 2017
|