Can someone provide Strata roadmap


Is there a roadmap somewhere on whats going on with Strata ? In the past we have heard great things about the venture backing at Strata and thats why many of us are interested in using the library. But there is hardly any information available on what the team is working on and what the roadmap looks like. Its very black box like. The blog gets 1 post a month. To a common use it feels like the library is not even under active development


As can be seen here, development of Strata is continuing, and we expect it to do so - these are the issues currently fixed in v1.2. We don’t publish a roadmap, however we do try to indicate what is happening in the next release. In this case, the next release is focussed on a ground up rework of the CDS code, and further work on Cap/Floor (we are aiming for around 4 releases per year). The blog you reference is focussed on business and quant matters, so there isn’t much directly about Strata there.

As a company, the developers who work on Strata also work on other revenue generating items, such as our margining and service offerings. We also encourage users intending to use Strata in production to discuss commercial support to help ensure that Strata itself can continue to grow. I do however have no doubt that FRNs, bills and associated calibration will be added to Strata at some point, its just a matter of when.

Hope that helps, even if it isn’t exactly what you want to hear.