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Handle combined holiday calendars correctly in HolidaySafeReferenceData

Type:Bug

Status: Merged (completed).

OpenGamma/Stratanumber 2426

#2426 In OpenGamma/Strata;

· by skitini was closed on Feb 15, 2022

Delete odd javadoc

Type:Bug

Status: Merged (completed).

OpenGamma/Stratanumber 2425

#2425 In OpenGamma/Strata;

· by wjnicholson was closed on Feb 12, 2022

Bump slf4j.version from 1.7.32 to 1.7.36

dependenciesPull requests that update a dependency filePull requests that update a dependency file

Status: Merged (completed).

OpenGamma/Stratanumber 2427

#2427 In OpenGamma/Strata;

· by dependabot was closed on Apr 25, 2022

Use correct holiday calendar for NZIONA overnight index

Type:Bug

Status: Merged (completed).

OpenGamma/Stratanumber 2424

#2424 In OpenGamma/Strata;

· by skitini was closed on Feb 8, 2022

SABR formula for normal volatilities

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2423

#2423 In OpenGamma/Strata;

· by marc-henrard was closed on Feb 28, 2022

Add test for AUSY holiday in 2022

Type:Task

Status: Merged (completed).

OpenGamma/Stratanumber 2428

#2428 In OpenGamma/Strata;

· by jodastephen was closed on Feb 21, 2022

Pricers for overnight in-arrears cap/floor.

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2410

#2410 In OpenGamma/Strata;

· by marc-henrard was closed on Jan 17, 2022

Expose getAccrualBusinessDayAdjustment() in FloatRateSwapLegConvention

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2411

#2411 In OpenGamma/Strata;

· by santorog was closed on Jan 10, 2022

Test/examples for cap/floorlet on overnight Term rate.

Type:Task

Status: Merged (completed).

OpenGamma/Stratanumber 2412

#2412 In OpenGamma/Strata;

· by marc-henrard was closed on Jan 17, 2022

Add Normal Sabr IBOR CapFloor volatilities

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2419

#2419 In OpenGamma/Strata;

· by benhamilton-brown was closed on Jan 26, 2022

fix swaption and capfloor lookup requirements to exclude unrequested indices

Type:Bug

Status: Merged (completed).

OpenGamma/Stratanumber 2418

#2418 In OpenGamma/Strata;

· by benhamilton-brown was closed on Jan 21, 2022

Change normal vols to fixed float instead of fixed ibor

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2417

#2417 In OpenGamma/Strata;

· by benhamilton-brown was closed on Jan 19, 2022

Make ESTR the default EUR overnight index.

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2416

#2416 In OpenGamma/Strata;

· by beajeanm was closed on Jan 18, 2022

Swaption calibrator to now allow fixedfloat instead of just ibor conventions

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2415

#2415 In OpenGamma/Strata;

· by benhamilton-brown was closed on Jan 17, 2022

Bump guava from 31.0.1-jre to 31.1-jre

dependenciesPull requests that update a dependency filePull requests that update a dependency file

Status: Merged (completed).

OpenGamma/Stratanumber 2430

#2430 In OpenGamma/Strata;

· by dependabot was closed on Mar 29, 2022

Add BSBY ISDA floating rate name

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2431

#2431 In OpenGamma/Strata;

· by benhamilton-brown was closed on Mar 9, 2022

SABR parameters sensitiviites

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2434

#2434 In OpenGamma/Strata;

· by marc-henrard was closed on Mar 29, 2022

Add OG-Portfolio scheme

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2437

#2437 In OpenGamma/Strata;

· by jodastephen was closed on Apr 4, 2022

Add interface for types that are Described

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2435

#2435 In OpenGamma/Strata;

· by jodastephen was closed on Mar 29, 2022

Ibor Binary Caplet/Floolet, single period.

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2436

#2436 In OpenGamma/Strata;

· by marc-henrard was closed on Apr 11, 2022

Trade model for OTC bond options

Type:Coverage

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2438

#2438 In OpenGamma/Strata;

· by marc-henrard was closed on Apr 19, 2022

Add MYR-KLIBOR to floating rate and index data

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2441

#2441 In OpenGamma/Strata;

· by skitini was closed on Apr 14, 2022

Fix Budapest Holiday Calendar 2022

Type:Task

Status: Merged (completed).

OpenGamma/Stratanumber 2440

#2440 In OpenGamma/Strata;

· by benhamilton-brown was closed on Apr 13, 2022

Overnight in-arrears binary caplet

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2443

#2443 In OpenGamma/Strata;

· by marc-henrard was closed on May 9, 2022

New Guavate method to append items to a list

Type:Enhancement

Status: Merged (completed).

OpenGamma/Stratanumber 2442

#2442 In OpenGamma/Strata;

· by jodastephen was closed on Apr 19, 2022