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Legal entity rates loader

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 1516

#1516 In OpenGamma/Strata;

· by yukiiwashita was closed on May 24, 2017

Add ArrayByteSource

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 1524

#1524 In OpenGamma/Strata;

· by jodastephen was closed on Jun 26, 2017

Use valid tenors for FloatingRateName when computing fixing days offset.

Type:Bug

Status: Merged (completed).

OpenGamma/Stratanumber 1523

#1523 In OpenGamma/Strata;

· by brianweller89 was closed on Jun 22, 2017

Refactor schedule builder internals

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 1525

#1525 In OpenGamma/Strata;

· by jodastephen was closed on Jun 27, 2017

Extend de-adjustments

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 1526

#1526 In OpenGamma/Strata;

· by jodastephen was closed on Jun 28, 2017

Use local Cern Colt code

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 1530

#1530 In OpenGamma/Strata;

· by jodastephen was closed on Jul 14, 2017

Copy code from Cern Colt

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 1529

#1529 In OpenGamma/Strata;

· by jodastephen was closed on Jul 14, 2017

Combine ValueWithFailures

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 1531

#1531 In OpenGamma/Strata;

· by jodastephen was closed on Jul 18, 2017

Enhance naming of enums

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 1532

#1532 In OpenGamma/Strata;

· by jodastephen was closed on Jul 24, 2017

Add CSV format for trades

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 1540

#1540 In OpenGamma/Strata;

· by jodastephen was closed on Aug 22, 2017

Allow notional exchange flags to be set independently of FX Reset.

Type:Bug

Status: Merged (completed).

OpenGamma/Stratanumber 1542

#1542 In OpenGamma/Strata;

· by brianweller89 was closed on Aug 3, 2017

Extend overrideStartDate support

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 1527

#1527 In OpenGamma/Strata;

· by jodastephen was closed on Jun 28, 2017

Swap Calculation Function to support custom logic when resolving a swap trade

Type:Enhancement

Status: Closed (abandoned).

OpenGamma/Stratanumber 1544

#1544 In OpenGamma/Strata;

· by brianweller89 was closed on Aug 21, 2017

Support Fixed Initial Notional on MTM leg of XCCY swaps

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 1543

#1543 In OpenGamma/Strata;

· by brianweller89 was closed on Aug 8, 2017

Enhance handling of FX indices

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 1536

#1536 In OpenGamma/Strata;

· by jodastephen was closed on Jul 28, 2017

Swap factory method should allow leg subclasses

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 1537

#1537 In OpenGamma/Strata;

· by jodastephen was closed on Jul 27, 2017

Adding CharSources + unit test + test resource file

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 1538

#1538 In OpenGamma/Strata;

· by andreiruse was closed on Aug 3, 2017

Clean up inflation swaps convention

Type:Bug

Status: Merged (completed).

OpenGamma/Stratanumber 1539

#1539 In OpenGamma/Strata;

· by brianweller89 was closed on Jul 28, 2017

Abstract swap conventions

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 1533

#1533 In OpenGamma/Strata;

· by jodastephen was closed on Jul 25, 2017

Lag for RPI inflation swaps

Type:Bug

Status: Merged (completed).

OpenGamma/Stratanumber 1535

#1535 In OpenGamma/Strata;

· by yukiiwashita was closed on Jul 26, 2017

Refactor scenario generics

Type:Bug

Status: Merged (completed).

OpenGamma/Stratanumber 1566

#1566 In OpenGamma/Strata;

· by jodastephen was closed on Sep 21, 2017

Joda-Beans v2

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 1564

#1564 In OpenGamma/Strata;

· by jodastephen was closed on Sep 21, 2017

More tenor constants

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 1547

#1547 In OpenGamma/Strata;

· by jodastephen was closed on Aug 22, 2017

Merge pull request #2 from OpenGamma/master

Status: Closed (abandoned).

OpenGamma/Stratanumber 1546

#1546 In OpenGamma/Strata;

· by jmptrader was closed on Aug 18, 2017

Market data public method on SyntheticCalibrator.

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 1555

#1555 In OpenGamma/Strata;

· by marc-henrard was closed on Sep 6, 2017