Release v1.4.1

This release contains 7 changes.

• Extend CSV trade parser to handle variable notional/rates #1572
• Add Asian Exchanges #1571
• Enhanced CsvInfoResolver callback interface #1570
• Fix CurrencyAmountArray minus() bug #1569
• Synthetic calibrator: typed market data object #1568
• Remove duplicate dependency
• Update Joda-Convert dependency

Release v1.4.0

This release contains 41 fixed issues.

Highlights include:

• Trade and Position CSV loaders
• CHF-SARON overnight index
• DEFR holiday calendar
• Fixed initial notional for FX reset swaps
• Enhanced schedule generation

Release v1.3.3

This release contains 1 change.

• Fix definition of inflation swaps - #1539, #1535

Release v1.3.2

This release contains 2 changes.

• Extend schedule builder to handle more cases of adjusted dates
• Extend schedule builder for an alternative way to handle start date overrides

Release v1.3.1

This release contains 2 changes.

• Fix to FloatingRateName to handle MXN currency properly
• Add ArrayByteSource, a low level utilty

Release v1.3.0

This release contains 19 fixed issues.

Highlights include:

• Domain model for ETD futures/options
• More lenient schedule calculator
• Better handling of Unicode input files

Version 1.2.0

This release contains 61 fixed issues.

Highlights include:

• Refactored and reimplemented CDS
• Caplet stripping
• Better support for inflation seasonality
• More holiday calendars and indices
• Override first fixing offset and rate in swaps

v1.2.0-M4

Strata v1.2.0-M4

12 January 2017

This is a milestone release in preparation for v1.2.0.

Release v1.1.2

Strata v1.1.2

3 November 2016

This minor release contains 5 fixed issues - 1 bug fix and 4 enhancements.

• Bug fix - Example should output to target directory: #1404
• Enhancement - Inflation seasonality: #1407
• Enhancement - Enhance schedule generation: #1403
• Enhancement - Add SCALED shift type: #1402
• Enhancement - More example: #1391

Release v1.1.1

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