github tradingtechnologies/Strata v2.4.0

latest releases: v2.12.78, v2.12.77, v2.12.76...
7 years ago

This release contains over 35 changes, see the release notes, including:

  • Reading/writing CDS Index from/to CSV
  • Enhance CSV parsing
  • Check if document is FpML
  • Add market quote measure for swaps
  • Add aliases for various indices
  • Fix SONIA index definition
  • Update holiday calendars
  • Use a singleton XML factory (requires Java 8u20 or later)

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