Search results

US/NY calendars incorrectly identify Friday, June 18th as a holiday despite bumpBack:false

Status: Open.

#2726 In OpenGamma/Strata;

· jerod-lass opened on Jun 18, 2025

Yield calculates incorrectly on bonds with short/long last coupon

Status: Open.

#2592 In OpenGamma/Strata;

· ShaunParkYieldX opened on Jul 19, 2023

SwapTradeCsvPlugin: not parsing XCcy ON/ON

Type:Coverage

Status: Open.

#2527 In OpenGamma/Strata;

· marc-henrard opened on Oct 22, 2022

Add more function for the support KOFR OvernightIndex Futures

Status: Open.

#2504 In OpenGamma/Strata;

· masa4u opened on Aug 25, 2022

Vanilla Swap Price example NPV - doesn't match with c++ QuantLib

Status: Open.

#2396 In OpenGamma/Strata;

· mandeepsingh-private opened on Dec 20, 2021

Correct yield calculation with ex-coupon period

Type:NeedsInvestigation

Status: Open.

#2121 In OpenGamma/Strata;

· yukiiwashita opened on Dec 5, 2019

Split curve calibration into smaller groups

Type:Enhancement

Status: Open.

#2105 In OpenGamma/Strata;

· jodastephen opened on Oct 31, 2019

CalibrationMeasures: add FX Swap market quote

Type:Enhancement

Status: Open.

#1975 In OpenGamma/Strata;

· marc-henrard opened on May 21, 2019

Add OvernightOvernightSwapCurveNode

Type:Coverage

Status: Open.

#1911 In OpenGamma/Strata;

· marc-henrard opened on Mar 12, 2019

Add swaption pricers for Collateralized Cash Price

Type:Coverage

Status: Open.

#1904 In OpenGamma/Strata;

· marc-henrard opened on Mar 8, 2019

Evaluate curve nodes with Ibor futures

Type:NeedsInvestigation

Status: Open.

#1863 In OpenGamma/Strata;

· jodastephen opened on Jan 8, 2019

Enhance CashFlow

Type:Enhancement

Status: Open.

#1854 In OpenGamma/Strata;

· jodastephen opened on Nov 20, 2018