github OpenGamma/Strata v1.1.1
Release v1.1.1

latest releases: v2.12.38, v2.12.37, v2.12.36...
7 years ago

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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