Strata
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OpenGamma
Open source analytics and market risk library from OpenGamma
Bumps corporate-parent from 2.7.6 to 2.7.8. [](https://docs.github.com/en/github/managing-security-vulnerabilities/about-dependabot-security-updates#about-compatibility-scores) Dependabot will resolve any conflicts with this PR as long as you don't alter it yourself. You can also trigger a...
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Bumps joda-beans from 2.8.2 to 2.8.3. [](https://docs.github.com/en/github/managing-security-vulnerabilities/about-dependabot-security-updates#about-compatibility-scores) Dependabot will resolve any conflicts with this PR as long as you don't alter it yourself. You can also trigger a...
Bumps [github-release-maven-plugin](https://github.com/RagedUnicorn/github-release-maven-plugin) from 1.0.3 to 1.0.5. Release notes Sourced from github-release-maven-plugin's releases. v1.0.5 Updates Add new plugin parameter skip for skipping the plugin completely Add GitHub Actions to deploy to...
Bumps [mockito-core](https://github.com/mockito/mockito) from 4.5.1 to 4.6.1. Release notes Sourced from mockito-core's releases. v4.6.1 Changelog generated by Shipkit Changelog Gradle Plugin 4.6.1 2022-06-02 - 6 commit(s) by Andy Coates, Chen Ni,...
Bumps [assertj-core](https://github.com/assertj/assertj-core) from 3.22.0 to 3.23.1. Commits 0256688 [maven-release-plugin] prepare release assertj-core-3.23.1 6529933 Downgrade junit-jupiter from 5.9.0-M1 to 5.8.2 d9cd2da [maven-release-plugin] prepare for next development iteration 6f19754 [maven-release-plugin] prepare release...
Bumps asm from 9.2 to 9.3. [](https://docs.github.com/en/github/managing-security-vulnerabilities/about-dependabot-security-updates#about-compatibility-scores) Dependabot will resolve any conflicts with this PR as long as you don't alter it yourself. You can also trigger a...
Hello, I think that there is an issue here : https://github.com/OpenGamma/Strata/blob/169e17c08fe1b415a7d5793eea5de5dc676ec1e0/modules/basics/src/main/java/com/opengamma/strata/basics/date/GlobalHolidayCalendars.java#L1301-L1307 Using `christmasBumpedSatSun` on year YYYY, if Christmas ( YYYY-12-25) is a Sunday then YYYY-12-27 (Tuesday) is added to holidays....
Maven Enforcer Plugin reports a dependency convergence error for `joda-convert` (v2.2.1 / v2.2.2). Strata declare dependencies `joda-convert` v2.2.2 and `joda-beans` v2.8.1. On the other hand, `joda-beans` declare dependency `joda-convert` but...
 The example provided in code when priced using QuantLib gives a NPV of  STRATA Answer is  Happy to share ipynb notebook for QuantLib as needed. Thanks
Several SwapCurveNode are available to calibrate curve, including IborIbor and OvernightIbor. A new type with OvernightOvernight would be important to calibrate to new benchmarks like SOFR and ESTER were the...
