Strata 0.8 released

We are pleased to announce the release of Strata 0.8. This is the second preview release of Strata, our next-generation market risk toolkit.

Strata 0.8 adds:

  • New asset class coverage - STIR futures, deliverable swap futures, FX spot/forwards, FX NDFs, FX swaps
  • Curve calibration using the multi-curve framework
  • New data loaders - including FpML support

Full details, including how to obtain Strata, are included in the online documentation. The code is available on GitHub at