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Brian Weller

PROFILE

Brian Weller

Overall Statistics

Feature vs Bugs

100%Features

Repository Contributions

1Total
Bugs
0
Commits
1
Features
1
Lines of code
1,227
Activity Months1

Work History

December 2024

1 Commits • 1 Features

Dec 1, 2024

December 2024: Focused on delivering substantial enhancements to OpenGamma/Strata by introducing Overnight-Overnight Swap Conventions. Key accomplishment: USD SOFR vs USD Fed Funds 3M Overnight-Overnight swap convention with immutable convention classes, well-defined interfaces, and extensive tests to ensure clean integration with the Strata framework. This expands market coverage for overnight swap strategies and improves pricing accuracy for related derivatives. Major bugs fixed: none reported for this month. Overall impact: broader model coverage, more reliable cross-curve analytics, and stronger integration with risk analytics pipelines. Technologies/skills demonstrated: Java, immutable object design, interface-driven architecture, and rigorous testing (unit/integration), with clear, PR-scoped commits (e.g., d42224551963357cdecbfe0b52b33b805442ccc4) and structured feature delivery.

Activity

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Quality Metrics

Correctness100.0%
Maintainability100.0%
Architecture100.0%
Performance60.0%
AI Usage20.0%

Skills & Technologies

Programming Languages

Java

Technical Skills

API DevelopmentFinancial ModelingJavaTesting

Repositories Contributed To

1 repo

Overview of all repositories you've contributed to across your timeline

OpenGamma/Strata

Dec 2024 Dec 2024
1 Month active

Languages Used

Java

Technical Skills

API DevelopmentFinancial ModelingJavaTesting

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