List view

Additional index names

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2366

#2366 In OpenGamma/Strata;

· by jodastephen was closed on Sep 28, 2021

Resolved Bermudan/American swaptions

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2364

#2364 In OpenGamma/Strata;

· by jodastephen was closed on Sep 27, 2021

Add MapStream#groupingAndThen to allow fluent chaining of calls after grouping a MapStream

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2367

#2367 In OpenGamma/Strata;

· by ashleyheath was closed on Sep 29, 2021

Cash flow equivalent calculator improvements

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2369

#2369 In OpenGamma/Strata;

· by marc-henrard was closed on Oct 29, 2021

Fix serialized value comments

Type:Bug

Status: Merged (completed).

OpenGamma/Stratanumber 2368

#2368 In OpenGamma/Strata;

· by jodastephen was closed on Oct 12, 2021

Allow substringAfter methods to use a separator that contains multiple characters

Type:Bug

Status: Merged (completed).

OpenGamma/Stratanumber 2374

#2374 In OpenGamma/Strata;

· by wjnicholson was closed on Nov 9, 2021

Enhance MapStream

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2375

#2375 In OpenGamma/Strata;

· by jodastephen was closed on Nov 11, 2021

Extend the SwaptionTrade CSV plugin for bermudan swaptions.

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2376

#2376 In OpenGamma/Strata;

· by santorog was closed on Nov 18, 2021

Add convenient methods for string management

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2373

#2373 In OpenGamma/Strata;

· by jodastephen was closed on Nov 4, 2021

Correct bug for negative forward price in NormalFormulaRepository

Type:Bug

Status: Merged (completed).

OpenGamma/Stratanumber 2372

#2372 In OpenGamma/Strata;

· by marc-henrard was closed on Nov 1, 2021

More efficient collector of Result -> ValueWithFailures

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2371

#2371 In OpenGamma/Strata;

· by wjnicholson was closed on Nov 1, 2021

Remove filter to CmsExtrapolationParams, enabling all trade types to use market data not just CMS

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2316

#2316 In OpenGamma/Strata;

· by benhamilton-brown was closed on May 4, 2021

Replace BiFunction<K, V, Boolean> with BiPredicate<K, V> in MapStream

Type:Bug

Status: Merged (completed).

OpenGamma/Stratanumber 2299

#2299 In OpenGamma/Strata;

· by wjnicholson was closed on Jan 5, 2022

Extend SwapIndex to FixedOvernight swaps

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2382

#2382 In OpenGamma/Strata;

· by marc-henrard was closed on Dec 9, 2021

Allow Setting and Loading of SettlementType for Physically Settled Options

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2381

#2381 In OpenGamma/Strata;

· by jordanmorrison476 was closed on Jan 5, 2022

Cash flow equivalent: normalize for sensitivities

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2377

#2377 In OpenGamma/Strata;

· by marc-henrard was closed on Nov 29, 2021

SABR formula for in-arrears overnight cap/floor (Asian style options)

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2384

#2384 In OpenGamma/Strata;

· by marc-henrard was closed on Jan 4, 2022

Adding term rates descriptions for GBP, JPY and USD.

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2383

#2383 In OpenGamma/Strata;

· by marc-henrard was closed on Jan 4, 2022

Adding new indices: BSBY and AMERIBOR

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2378

#2378 In OpenGamma/Strata;

· by marc-henrard was closed on Dec 1, 2021

Test OIS swaptions

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2380

#2380 In OpenGamma/Strata;

· by marc-henrard was closed on Dec 8, 2021

Proposal to Fix two Flaky Tests in ExtendedScenarioMarketDataTest

Type:Bug

Status: Merged (completed).

OpenGamma/Stratanumber 2332

#2332 In OpenGamma/Strata;

· by moogician was closed on Jul 28, 2021

Make the Legal entity column optional for CDS index

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2340

#2340 In OpenGamma/Strata;

· by beajeanm was closed on Aug 4, 2021

Add Cap/Floor parsing and related methods.

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2342

#2342 In OpenGamma/Strata;

· by santorog was closed on Aug 10, 2021

Add BigMoney

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2333

#2333 In OpenGamma/Strata;

· by jodastephen was closed on Jul 26, 2021

Remove some unnecessary copies from NaturalCubicSplineCurveInterpolator

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2338

#2338 In OpenGamma/Strata;

· by wjnicholson was closed on Aug 3, 2021