Release v1.5.2

This release contains one bug fix.

• Fix for Stub roll convention calculation logic when start or end date is February 29th and trade convention is EOM.

Release v1.5.1

This release contains one bug fix.

• Fix for the CSV outputter

Release v1.5.0

This release contains 19 fixed issues.
Highlights include:

• Enhanced payment schedule handling for swaps
• Extended Trade and Position CSV loader, including swaps, FRAs, term deposits, ETDs and FX forwards/spots
• More flexible FpML parsing

Release v1.4.2

This release contains 3 changes:

• Add DoubleArray.of(DoubleStream) - #1576
• Update to Joda-Beans v2.0.2 - #1575
• Handle single digit hours in loader - #1574

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