Bond irregular dates#2694

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jodastephen wants to merge 30 commits intomainfrom

bond-irregular-dates

Commits on Sep 26, 2024

Pricer-2592 fix yield on bonds with short/long last coupon

JEAN-PROST Frédéric
authored and
ritonglue
committed
Pricer-2592 add boolean isRegular to FixedCouponBondPaymentPeriod

JEAN-PROST Frédéric
authored and
ritonglue
committed
Pricer-2592 fill isRegular boolean to FixedCouponBondPaymentPeriod

JEAN-PROST Frédéric
authored and
ritonglue
committed
Pricer-2592 use isRegular to compute the power of factorOnPeriod

JEAN-PROST Frédéric
authored and
ritonglue
committed
Pricer-2592 add test act_act_isda, act_act_isma

JEAN-PROST Frédéric
authored and
ritonglue
committed

Commits on Jan 5, 2025

Bump org.junit:junit-bom from 5.10.2 to 5.11.2 (#2674)

dependabot[bot]
authored and
jodastephen
committed
Overnight Rate Cap Floor Model (#2677)

yukiiwashita
authored and
jodastephen
committed
Adding Inauguration Day to MXMC (#2678)

Andras1022
authored and
jodastephen
committed
[maven-release-plugin] prepare release v2.12.42

opengammacibot
authored and
jodastephen
committed
[maven-release-plugin] prepare for next development iteration

opengammacibot
authored and
jodastephen
committed
Overnight CapFloor CSV plugin (#2679)

skitini
authored and
jodastephen
committed
Overnight rate in arrears cap floor pricers (#2680)

yukiiwashita
authored and
jodastephen
committed
[maven-release-plugin] prepare release v2.12.43

opengammacibot
authored and
jodastephen
committed
[maven-release-plugin] prepare for next development iteration

opengammacibot
authored and
jodastephen
committed
Adding Inauguration Day to MXMC (#2682)

Andras1022
authored and
jodastephen
committed
[maven-release-plugin] prepare release v2.12.44

opengammacibot
authored and
jodastephen
committed
[maven-release-plugin] prepare for next development iteration

opengammacibot
authored and
jodastephen
committed
Adding XSFA Exchange (#2684)

MichaelRol
authored and
jodastephen
committed
[maven-release-plugin] prepare release v2.12.45

opengammacibot
authored and
jodastephen
committed
[maven-release-plugin] prepare for next development iteration

opengammacibot
authored and
jodastephen
committed
Adding Dia Nacional de Zumbi e da Consciência Negra to BRBD (#2685)

Andras1022
authored and
jodastephen
committed
[maven-release-plugin] prepare release v2.12.46

opengammacibot
authored and
jodastephen
committed
[maven-release-plugin] prepare for next development iteration

opengammacibot
authored and
jodastephen
committed
Create OvernightOvernightSwapConventions (#2686)

brianweller89
authored and
jodastephen
committed
Add US National Day of Mourning (#2692)
jodastephen
committed
Bump com.google.guava:guava from 32.1.3-jre to 33.4.0-jre (#2688)

authored and
jodastephen
committed
Bump org.junit:junit-bom from 5.11.2 to 5.11.4 (#2690)

authored and
jodastephen
committed
Bump org.assertj:assertj-core from 3.25.3 to 3.27.0 (#2689)

authored and
jodastephen
committed
Merge branch 'ritonglue-Pricer-2592_fix_irregular_dates_yield'
jodastephen
committed
* Adjust new property name
jodastephen
committed

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Bond irregular dates#2694

Bond irregular dates#2694
jodastephen wants to merge 30 commits intomainfrom
bond-irregular-dates

Commits on Sep 26, 2024

Pricer-2592 fix yield on bonds with short/long last coupon

Pricer-2592 add boolean isRegular to FixedCouponBondPaymentPeriod

Pricer-2592 fill isRegular boolean to FixedCouponBondPaymentPeriod

Pricer-2592 use isRegular to compute the power of factorOnPeriod

Pricer-2592 add test act_act_isda, act_act_isma

Commits on Jan 5, 2025

Bump org.junit:junit-bom from 5.10.2 to 5.11.2 (#2674)

Overnight Rate Cap Floor Model (#2677)

Adding Inauguration Day to MXMC (#2678)

[maven-release-plugin] prepare release v2.12.42

[maven-release-plugin] prepare for next development iteration

Overnight CapFloor CSV plugin (#2679)

Overnight rate in arrears cap floor pricers (#2680)

[maven-release-plugin] prepare release v2.12.43

[maven-release-plugin] prepare for next development iteration

Adding Inauguration Day to MXMC (#2682)

[maven-release-plugin] prepare release v2.12.44

[maven-release-plugin] prepare for next development iteration

Adding XSFA Exchange (#2684)

[maven-release-plugin] prepare release v2.12.45

[maven-release-plugin] prepare for next development iteration

Adding Dia Nacional de Zumbi e da Consciência Negra to BRBD (#2685)

[maven-release-plugin] prepare release v2.12.46

[maven-release-plugin] prepare for next development iteration

Create OvernightOvernightSwapConventions (#2686)

Add US National Day of Mourning (#2692)

Bump com.google.guava:guava from 32.1.3-jre to 33.4.0-jre (#2688)

Bump org.junit:junit-bom from 5.11.2 to 5.11.4 (#2690)

Bump org.assertj:assertj-core from 3.25.3 to 3.27.0 (#2689)

Merge branch 'ritonglue-Pricer-2592_fix_irregular_dates_yield'

* Adjust new property name

Bond irregular dates#2694jodastephen wants to merge 30 commits intomainOpenGamma/Strata:mainfrom bond-irregular-datesOpenGamma/Strata:bond-irregular-datesCopy head branch name to clipboard

Commits

Commits on Sep 26, 2024

Commits on Jan 5, 2025

Bond irregular dates#2694
jodastephen wants to merge 30 commits intomainfrom
bond-irregular-dates