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Releases: OpenGamma/Strata

Release v1.5.0

26 Oct 15:53
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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

05 Oct 17:22
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This release contains 3 changes:

  • Add DoubleArray.of(DoubleStream) - #1576
  • Update to Joda-Beans v2.0.2 - #1575
  • Handle single digit hours in loader - #1574

Release v1.4.1

04 Oct 10:57
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This release contains 7 changes.

  • Extend CSV trade parser to handle variable notional/rates #1572
  • Add Asian Exchanges #1571
  • Enhanced CsvInfoResolver callback interface #1570
  • Fix CurrencyAmountArray minus() bug #1569
  • Synthetic calibrator: typed market data object #1568
  • Remove duplicate dependency
  • Update Joda-Convert dependency

Release v1.4.0

21 Sep 15:49
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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

31 Jul 10:42
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This release contains 1 change.

  • Fix definition of inflation swaps - #1539, #1535

Release v1.3.2

28 Jun 13:49
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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

26 Jun 16:38
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This release contains 2 changes.

  • Fix to FloatingRateName to handle MXN currency properly
  • Add ArrayByteSource, a low level utilty

Release v1.3.0

08 May 15:05
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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

08 Mar 14:40
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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

12 Jan 11:10
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v1.2.0-M4 Pre-release
Pre-release

Strata v1.2.0-M4

12 January 2017

This is a milestone release in preparation for v1.2.0.