Strata


Topic Replies Activity
HolidayCalendarIds.NYSE & 2018-12-05 2 December 4, 2018
Custom Measure not working 8 November 28, 2018
General notes on storing BuiltMarketData in MongoDB 2 November 20, 2018
Add PayReceive property to CashFlow? 2 November 20, 2018
Calculation of DV01 for interest rate swap 2 November 16, 2018
HolidayCalendar for CATO has Easter Monday as holiday. I need banking only 12 November 7, 2018
Generic Calibration of one delta and several basis curves 3 November 2, 2018
Using strata for calculating IM 2 October 30, 2018
Bermudan Swaption Support 2 October 30, 2018
Strata v2.1.0 released 2 October 30, 2018
Commercial support and SLA? 2 October 15, 2018
Add getConvention to IborFutureTemplate 3 October 9, 2018
Add GBP_FIXED_6M_LIBOR_3M FixedIborSwapConvention 2 October 9, 2018
Expose holidays in HolidayCalendar interface 7 October 9, 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 8, 2018
Flat credit spread/RR curve calibration 2 July 10, 2018
Curve calibration and pricing 4 July 2, 2018
Build table with rates 2 June 29, 2018
IRS Vanilla Zero and Forward Curves 3 June 29, 2018
Incremental pricing 3 June 18, 2018
ReportRunnerTool seems not supporting FixedCouponBond pricing 3 June 9, 2018
Bootstrapping a simple hazard rate curve 2 June 5, 2018
Managing several currencies 4 May 16, 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 17, 2018