Stephen Colebourne
Stephen Colebourne
The JavaBeans spec contains a heap of rules to introspect classes to determine the properties and how to build. There are a variety of different introspectors needed. This one should...
Consider adding `unadjustedDate` and `payReceive` to `CashFlow`. One option is to add a `cashFlowSource` enum, to avoid confusion wrt pay/receive. Any change would involve deprecating the existing factory methods, which...
It is often possible to split a large multi-currency `RatesCurveGroupDefinition` into a number of smaller ones that will calibrate faster. This should be done between the two `RatesCurveCalibrator.calibrate` methods.
Forum post: https://forums.opengamma.com/t/iborfuturecurvenode-vs-iborfixingdepositcurvenode/849/3 > Strata cannot fit a USD LIBOR 3M curve with the front future EDG17 on the curve for valuation date 2017-02-09 when that future’s last trading date...
A particular kind of OIS runs from one central bank meeting date to the next. These don't fit easily into the standard Strata conventions, so thought is needed as to...
Allow `FxRatesProvider` to be stored in `MarketData`, with a new ID. Move towards a world where it is calibrated and obtained by `marketData.get(id)`, removing overuse of `MarketDataFxRateProvider`. Ensure that the...
FpML has an `onBehalfOf` [element](http://www.fpml.org/spec/fpml-5-8-3-wd-3/html/confirmation/schemaDocumentation/schemas/fpml-doc-5-8_xsd/complexTypes/DataDocument/onBehalfOf.html) that allows the party for which the trade is being processed to be specified. Use this as the default when FpML parsing, if specified.
It would be nice to have an aggregated html output in the target directory of the base directory of a multi-module build. This would be intended for situations where the...
From https://sourceforge.net/u/brokenwren/profile/ https://sourceforge.net/p/joda-money/bugs/4/ It looks like the Money performs all math that might have fractions of cents using a RoundingMode. This will cause issues with multiple operations and money loss....
From https://sourceforge.net/u/jamiem/profile/ https://sourceforge.net/p/joda-money/feature-requests/1/ It would be useful to have a 'split' or 'divide' method like: Money m = Money.of(CurrencyUnit.GB, 3.99d); Money[] parts = m.split(4); // where // parts[0] == 1.00...