Strata


Topic Replies Created
HolidayCalendar for CATO has Easter Monday as holiday. I need banking only 12 December 8, 2016
Generic Calibration of one delta and several basis curves 3 November 1, 2018
Using strata for calculating IM 2 October 25, 2018
Bermudan Swaption Support 2 October 26, 2018
Strata v2.1.0 released 2 October 30, 2018
Commercial support and SLA? 2 October 14, 2018
Add getConvention to IborFutureTemplate 3 October 4, 2018
Add GBP_FIXED_6M_LIBOR_3M FixedIborSwapConvention 2 October 4, 2018
Expose holidays in HolidayCalendar interface 7 September 27, 2018
Converting trades to FpML 3 September 6, 2018
Strata v2.0.0 released 2 August 22, 2018
LMM usage selecting factors and pricing 1 August 16, 2018
Availability of a Monte-Carlo counterparty CVA and PFE module 2 August 7, 2018
Flat credit spread/RR curve calibration 2 July 9, 2018
Curve calibration and pricing 4 June 28, 2018
Build table with rates 2 June 19, 2018
IRS Vanilla Zero and Forward Curves 3 June 13, 2018
Incremental pricing 3 June 14, 2018
ReportRunnerTool seems not supporting FixedCouponBond pricing 3 June 8, 2018
Bootstrapping a simple hazard rate curve 2 June 4, 2018
Managing several currencies 4 May 7, 2018
Building discount curve 2 May 16, 2018
Strata 1.7 Java 9 dependency causing issues with various Apache products 2 April 25, 2018
Extrapolation and senstitvities 3 April 19, 2018
How to get MarketData dependencies graph 3 April 12, 2018
How to get Currency Pair Spot Date 2 March 28, 2018
IRS CAD (insert Term here) vs 3M CDOR 7 March 9, 2018
Bootstrapping foreign discount curve with forward points and spot 5 March 13, 2018
How to get the FX swap points based on Discounting curves and Spot price 3 March 25, 2018
Fixed Bond Pricing and Sensitivities 5 January 4, 2018