Strata


Topic Replies Activity
Using ini file to add Extrapolator 3 February 18, 2019
Missing SGSI holiday calendar in standard ReferenceData 3 February 7, 2019
Swaption pricing, volatilities with tenor,expiry and strike together 4 February 4, 2019
Rest API calls for SwapCalibration 2 February 1, 2019
StubConvention required for smart front / short final stub? 4 January 21, 2019
Product classes marked as final 4 January 8, 2019
IborFutureCurveNode vs IborFixingDepositCurveNode 5 December 20, 2018
Allow other interpolators/extrapolators in CreditDiscountFactors 2 December 20, 2018
Cannot match yield for a GOC BOND with BBG 5 December 17, 2018
Bonds - Calculate yield from price contributions or prices from yields 9 December 17, 2018
FX Pricing module 4 December 14, 2018
Bootstrapping ZeroDiscountFactors 2 December 14, 2018
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
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