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Expose swap() on DatedOISRateHelper #2097

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merged 1 commit into from
Oct 16, 2024

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eltoder
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@eltoder eltoder commented Oct 15, 2024

Also, IborIborBasisSwapRateHelper and OvernightIborBasisSwapRateHelper.

Also, set the correct maturityDate.

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coveralls commented Oct 15, 2024

Coverage Status

coverage: 72.784%. remained the same
when pulling 3f00ac4 on eltoder:feature/dated-ois-swap
into 6e125f2 on lballabio:master.

Also, IborIborBasisSwapRateHelper and OvernightIborBasisSwapRateHelper.

Also, set the correct maturityDate.
@lballabio lballabio added this to the Release 1.37 milestone Oct 16, 2024
@lballabio lballabio merged commit 065e2c7 into lballabio:master Oct 16, 2024
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@eltoder eltoder deleted the feature/dated-ois-swap branch October 16, 2024 13:32
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3 participants