Thanks for trying out Strata.
This error has occurred because your XML file includes an empty
swaptionSettlement element. This would normally look something like:
It looks like there could be other problems as well, for example
expiryDate would normally contain child elements specifying the the business day adjustment, whereas your file seems to contain a
We wouldn’t recommend constructing serialised formats such as this manually. Support for loading swaptions from formats such as FpML is coming soon. In the meantime the best approach is to construct the objects programmatically in the same way as our tests do.
If you have any more questions, or would like to discuss your requirements, then please don’t hesitate to get in touch directly.