|
Migration to strata from OG-Platform
|
|
2
|
1344
|
August 11, 2016
|
|
Interpolation: Hagan & West Forward Monotone Convex
|
|
2
|
2921
|
August 11, 2016
|
|
Historical Scenario Analysis for Generic Securities
|
|
1
|
1146
|
August 3, 2016
|
|
Efficiently updating MarketData
|
|
1
|
1204
|
August 3, 2016
|
|
Pricer API for Fixed Coupon Bonds
|
|
7
|
2207
|
July 27, 2016
|
|
Hybrid Heston Hull-White Model
|
|
1
|
1259
|
July 22, 2016
|
|
Pricing Swaps daily
|
|
3
|
1541
|
July 19, 2016
|
|
Multicurve Calibration
|
|
3
|
1490
|
July 18, 2016
|
|
Strata v1.0 released
|
|
1
|
1243
|
July 15, 2016
|
|
Options pricing
|
|
3
|
2130
|
July 7, 2016
|
|
Strata v0.16 released
|
|
2
|
1288
|
July 15, 2016
|
|
Pricing fails when one of the inside a portfolio trade is bad
|
|
3
|
1301
|
July 1, 2016
|
|
ExampleMarketDataBuilder
|
|
1
|
2104
|
July 1, 2016
|
|
New Currency Configuration - AED
|
|
1
|
2332
|
June 30, 2016
|
|
Value at Risk Calculations
|
|
6
|
2396
|
June 30, 2016
|
|
Using fpml data to price financial instruments
|
|
5
|
2062
|
June 30, 2016
|
|
Using Strata as a Web Server
|
|
1
|
1342
|
June 28, 2016
|
|
Strata Web UI: Is missing?
|
|
3
|
1722
|
June 28, 2016
|
|
Pnl Series Calculations for CDS
|
|
7
|
2490
|
June 24, 2016
|
|
Zero coupon bond yield
|
|
3
|
1574
|
June 22, 2016
|
|
Support for loading cds, irs trades in csv format
|
|
2
|
1187
|
June 22, 2016
|
|
Error while building Strata
|
|
11
|
2448
|
June 20, 2016
|
|
Strata v0.15 released
|
|
2
|
1194
|
July 5, 2016
|
|
Strata v0.14 released
|
|
2
|
1439
|
June 17, 2016
|
|
Call Strata from C#
|
|
2
|
1530
|
June 7, 2016
|
|
Discount Curves
|
|
4
|
2198
|
June 1, 2016
|
|
Structured products and modeling
|
|
1
|
1437
|
May 19, 2016
|
|
Meetup Amsterdam area
|
|
1
|
1178
|
May 19, 2016
|
|
Building curves from basis quotes
|
|
2
|
2006
|
April 22, 2016
|
|
Strata blog post
|
|
1
|
1130
|
April 20, 2016
|