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