Remove redundant arguments from SofrFutureRateHelper constructor
#1242
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Futures with monthly frequency use averaging rate, while with quarterly frequency use compouding. The constructor taking the averaging method explicitly can be deprecated.
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Thanks for opening this pull request! It might take a while before we look at it, so don't worry if there seems to be no feedback. We'll get to it. |
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Thanks! I removed the index as well (since it's always a Sofr instance) and added the docs. |
lballabio
changed the title
SofrFutureRateHelper constructor
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Congratulations on your first merged pull request! |
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Futures with monthly frequency use averaging rate, while with quarterly frequency use compouding. The constructor taking the averaging method explicitly can be deprecated.