Strata v2.3.2 released

#1

This release contains over 40 fixed issues.

The key features are:

  • Write trades to CSV
  • Parse more kinds of trade from CSV
  • Add collateralized cash price settlement for swaptions
  • Add TWD-TAIBOR, THB-THBFIX and EUR-ESTER, fix HKD-HIBOR, AUD-BBSW and COP FX
  • Fix bond detachment date logic for accrued year fraction
  • More lenient schedule generation
  • Support working on weekends to handle “Golden Week” in China

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.

pinned #2