v1.2.0-M4

@opengammacibot opengammacibot released this Jan 12, 2017 · 40 commits to master since this release

Strata v1.2.0-M4

12 January 2017

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

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Release v1.1.2

@opengammacibot opengammacibot released this Nov 3, 2016 · 93 commits to master since this release

Strata v1.1.2

3 November 2016

This minor release contains 5 fixed issues - 1 bug fix and 4 enhancements.

  • Bug fix - Example should output to target directory: #1404
  • Enhancement - Inflation seasonality: #1407
  • Enhancement - Enhance schedule generation: #1403
  • Enhancement - Add SCALED shift type: #1402
  • Enhancement - More example: #1391

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Release v1.1.1

@opengammacibot opengammacibot released this Oct 20, 2016 · 104 commits to master since this release

This minor release contains 8 fixed issues - 3 bug fixes and 5 enhancements.

  • Bug fix - No scaling is applied to single-node bucketed gamma in the measures API: #1383
  • Bug fix - ExplainKey.FROM_FIXING_SERIES is only populated if the fixing date equals the valuation date: #1380
  • Bug fix - Measure is not Joda-convertible: #1386
  • Enhancement - Add serializable interface: #1393
  • Enhancement - Added GBP/EUR cross-currency convention: #1390
  • Enhancement - Support single-node bucketed gamma for BulletPaymentTrade: #1382
  • Enhancement - Add ValueWithFailures: #1396
  • Enhancement - Allow Strata to be on the classpath more than once: #1394

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Release v1.1.0

@opengammacibot opengammacibot released this Oct 7, 2016 · 115 commits to master since this release

This release contains 62 fixed issues -
15 of which are bug fixes.

The key features are:

Feel free to give us feedback or ask a question in the forums.

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