I’ve started exploring Opengamma to price floating rate bonds. Wonder if the product support to FRN’s is made available.
Thanks
I’ve started exploring Opengamma to price floating rate bonds. Wonder if the product support to FRN’s is made available.
Thanks
Strata does not have floating rate bond support at present, nor do we have it supported privately. This is not on OpenGamma’s current priority list for development either I’m afraid.
Stephen
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