Releases: OpenGamma/Strata
Releases · OpenGamma/Strata
Release v1.5.0
This release contains 19 fixed issues.
Highlights include:
- Enhanced payment schedule handling for swaps
- Extended Trade and Position CSV loader, including swaps, FRAs, term deposits, ETDs and FX forwards/spots
- More flexible FpML parsing
Release v1.4.2
Release v1.4.1
This release contains 7 changes.
Release v1.4.0
This release contains 41 fixed issues.
Highlights include:
- Trade and Position CSV loaders
- CHF-SARON overnight index
- DEFR holiday calendar
- Fixed initial notional for FX reset swaps
- Enhanced schedule generation
Release v1.3.3
Release v1.3.2
This release contains 2 changes.
- Extend schedule builder to handle more cases of adjusted dates
- Extend schedule builder for an alternative way to handle start date overrides
Release v1.3.1
This release contains 2 changes.
- Fix to
FloatingRateName
to handle MXN currency properly - Add
ArrayByteSource
, a low level utilty
Release v1.3.0
This release contains 19 fixed issues.
Highlights include:
- Domain model for ETD futures/options
- More lenient schedule calculator
- Better handling of Unicode input files
Version 1.2.0
This release contains 61 fixed issues.
Highlights include:
- Refactored and reimplemented CDS
- Caplet stripping
- Better support for inflation seasonality
- More holiday calendars and indices
- Override first fixing offset and rate in swaps
v1.2.0-M4
Strata v1.2.0-M4
12 January 2017
This is a milestone release in preparation for v1.2.0.