Issues

• priceAdjoint2 returns NaN Hessian at zero volatility away from ATM, breaking custom-provider extrapolation

  OpenGamma/Strata#2797 · Filter by author kadyrbekovhamit-cyber opened on Sep 18, 2026
  1

• Normal implied volatility returns zero for a positive ATM price with initialNormalVol=0

  OpenGamma/Strata#2796 · Filter by author kadyrbekovhamit-cyber opened on Sep 18, 2026
  1

• ExtendedEnum ClassNotFoundException in ForkJoinPool with Complex ClassLoader Hierarchies

  OpenGamma/Strata#2748 · Filter by author oranoran opened on Oct 18, 2025
  1

• Logic for Curvedefinition without nodes seems to fail

  OpenGamma/Strata#2743 · Filter by author oyvfos opened on Oct 2, 2025

• Yield calculates incorrectly on bonds with short/long last coupon

  OpenGamma/Strata#2592 · Filter by author ShaunParkYieldX opened on Jul 19, 2023
  7

• SwapTradeCsvPlugin: not parsing XCcy ON/ON

  Type:Coverage
  OpenGamma/Strata#2527 · Filter by author marc-henrard opened on Oct 22, 2022
  1

• Add more function for the support KOFR OvernightIndex Futures

  OpenGamma/Strata#2504 · Filter by author masa4u opened on Aug 25, 2022

• Vanilla Swap Price example NPV - doesn't match with c++ QuantLib

  OpenGamma/Strata#2396 · Filter by author mandeepsingh-private opened on Dec 20, 2021
  1

• Correct yield calculation with ex-coupon period

  Type:NeedsInvestigation
  OpenGamma/Strata#2121 · Filter by author yukiiwashita opened on Dec 5, 2019

• Split curve calibration into smaller groups

  Type:Enhancement
  OpenGamma/Strata#2105 · Filter by author jodastephen opened on Oct 31, 2019

• CalibrationMeasures: add FX Swap market quote

  Type:Enhancement
  OpenGamma/Strata#1975 · Filter by author marc-henrard opened on May 21, 2019

• Add OvernightOvernightSwapCurveNode

  Type:Coverage
  OpenGamma/Strata#1911 · Filter by author marc-henrard opened on Mar 12, 2019
  1

• Add swaption pricers for Collateralized Cash Price

  Type:Coverage
  OpenGamma/Strata#1904 · Filter by author marc-henrard opened on Mar 8, 2019

• Evaluate curve nodes with Ibor futures

  Type:NeedsInvestigation
  OpenGamma/Strata#1863 · Filter by author jodastephen opened on Jan 8, 2019

• Enhance CashFlow

  Type:Enhancement
  OpenGamma/Strata#1854 · Filter by author jodastephen opened on Nov 20, 2018
  2

• Provide conventions for OIS meeting date swaps

  Type:Coverage
  OpenGamma/Strata#1821 · Filter by author jodastephen opened on Oct 12, 2018

• Initial fixing for inflation swaps

  Type:Enhancement
  OpenGamma/Strata#1634 · Filter by author marc-henrard opened on Jan 2, 2018

• Make FormatSettingsProvider to extendable from CSV

  Type:Enhancement
  OpenGamma/Strata#1528 · Filter by author mwangtarget opened on Jul 6, 2017
  1

• FxRatesProvider in MarketData

  Type:Enhancement
  OpenGamma/Strata#1502 · Filter by author jodastephen opened on Mar 20, 2017
  1

• Make 3 parameter version of the Guavate.zip method public

  Type:Enhancement
  OpenGamma/Strata#1480 · Filter by author cjkent opened on Feb 13, 2017
  1

• Interpolation is computed twice

  Type:Enhancement
  OpenGamma/Strata#1470 · Filter by author yukiiwashita opened on Jan 12, 2017
  2

• Use FpML onBehalfOf

  Type:Enhancement
  OpenGamma/Strata#1456 · Filter by author jodastephen opened on Dec 22, 2016

• Add concept of aliasing in curve groups

  Type:Enhancement
  OpenGamma/Strata#1446 · Filter by author cjkent opened on Dec 19, 2016
  2

• Consider deprecating FxMatrix

  Type:Enhancement
  OpenGamma/Strata#1417 · Filter by author cjkent opened on Nov 22, 2016

• FxBarrierOption scenario pricing

  Type:Enhancement
  OpenGamma/Strata#1412 · Filter by author elewan opened on Nov 9, 2016
  3