-
Notifications
You must be signed in to change notification settings - Fork 286
Issues: OpenGamma/Strata
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Author
Label
Projects
Milestones
Assignee
Sort
Issues list
Yield calculates incorrectly on bonds with short/long last coupon
#2592
opened Jul 19, 2023 by
ShaunParkYieldX
updated Jul 18, 2024
Release note link redirected to old 18 May 2022 update
#2620
opened Dec 12, 2023 by
m-boris
updated Dec 12, 2023
Periodic schedule deduplication does not work when there are same elements in more than 2 count
#2597
opened Aug 11, 2023 by
lfathimakn
updated Aug 11, 2023
SwapTradeCsvPlugin: not parsing XCcy ON/ON
Type:Coverage
#2527
opened Oct 22, 2022 by
marc-henrard
updated Oct 27, 2022
Add more function for the support KOFR OvernightIndex Futures
#2504
opened Aug 25, 2022 by
masa4u
updated Aug 25, 2022
Vanilla Swap Price example NPV - doesn't match with c++ QuantLib
#2396
opened Dec 20, 2021 by
mandeepsingh-private
updated Dec 20, 2021
Add OvernightOvernightSwapCurveNode
Type:Coverage
#1911
opened Mar 12, 2019 by
marc-henrard
updated Oct 29, 2021
Correct yield calculation with ex-coupon period
Type:NeedsInvestigation
#2121
opened Dec 5, 2019 by
yukiiwashita
updated Feb 25, 2020
Split curve calibration into smaller groups
Type:Enhancement
#2105
opened Oct 31, 2019 by
jodastephen
updated Oct 31, 2019
CalibrationMeasures: add FX Swap market quote
Type:Enhancement
#1975
opened May 21, 2019 by
marc-henrard
updated May 21, 2019
Add swaption pricers for Collateralized Cash Price
Type:Coverage
#1904
opened Mar 8, 2019 by
marc-henrard
updated Mar 8, 2019
Evaluate curve nodes with Ibor futures
Type:NeedsInvestigation
#1863
opened Jan 8, 2019 by
jodastephen
updated Jan 8, 2019
Provide conventions for OIS meeting date swaps
Type:Coverage
#1821
opened Oct 12, 2018 by
jodastephen
updated Oct 12, 2018
Make 3 parameter version of the Guavate.zip method public
Type:Enhancement
#1480
opened Feb 13, 2017 by
cjkent
updated Oct 3, 2018
Initial fixing for inflation swaps
Type:Enhancement
#1634
opened Jan 2, 2018 by
marc-henrard
updated Jan 2, 2018
Make FormatSettingsProvider to extendable from CSV
Type:Enhancement
#1528
opened Jul 6, 2017 by
mwangtarget
updated Jul 31, 2017
FxRatesProvider in MarketData
Type:Enhancement
#1502
opened Mar 20, 2017 by
jodastephen
updated Mar 20, 2017
CurveCalibrator hardcodes MarketDataFxRateProvider for FX rate resolution
Type:Enhancement
#1411
opened Nov 7, 2016 by
traggatt
updated Mar 13, 2017
Consider deprecating FxMatrix
Type:Enhancement
#1417
opened Nov 22, 2016 by
cjkent
updated Mar 13, 2017
Interpolation is computed twice
Type:Enhancement
#1470
opened Jan 12, 2017 by
yukiiwashita
updated Jan 17, 2017
FxBarrierOption scenario pricing
Type:Enhancement
#1412
opened Nov 9, 2016 by
elewan
updated Jan 16, 2017
Previous Next
ProTip!
Updated in the last three days: updated:>2024-12-21.