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Expose swap() on DatedOISRateHelper #678

Merged
merged 3 commits into from
Oct 16, 2024
Merged

Expose swap() on DatedOISRateHelper #678

merged 3 commits into from
Oct 16, 2024

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eltoder
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@eltoder eltoder commented Oct 15, 2024 •
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Also, IborIborBasisSwapRateHelper and OvernightIborBasisSwapRateHelper.

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Expose swap() on DatedOISRateHelper
d3f1144 
Also, IborIborBasisSwapRateHelper and OvernightIborBasisSwapRateHelper.
@eltoder
Remove SampledCurve
39bff1d 
Was deleted from C++ QuantLib.
@eltoder eltoder changed the title Feature/dated ois swap Expose swap() on DatedOISRateHelper Oct 15, 2024
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eltoder commented Oct 15, 2024

This needs lballabio/QuantLib#2097 to be merged first.

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Hmm, the R failure seems to be independent of your PR, I'll look into it.

@lballabio lballabio added this to the Release 1.37 milestone Oct 16, 2024
@lballabio lballabio merged commit 2ff1056 into lballabio:master Oct 16, 2024
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@eltoder eltoder deleted the feature/dated-ois-swap branch October 16, 2024 13:31
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eltoder commented Oct 16, 2024

Thank you!

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@eltoder @lballabio