

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.
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.
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