Strata v1.4 released

This release contains 35 fixed issues.

The key features are:

  • Trade and position CSV loaders
  • CHF-SARON overnight index
  • DEFR holiday calendar
  • Fixed initial notional for FX reset swaps
  • Enhanced schedule generation

See the release notes for more information and details of compatibility issues.

Feel free to give us feedback or ask a question in the forums.

Release v1.4.1 is now available (4th October) with 7 additional issues fixed.