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Remove redundant arguments from SofrFutureRateHelper constructor #1242

Merged
merged 4 commits into from
Nov 17, 2021
Merged

Remove redundant arguments from SofrFutureRateHelper constructor #1242

merged 4 commits into from
Nov 17, 2021

Commits on Nov 14, 2021

  1. [lballabio#1215] Refer to github issue 

    Futures with monthly frequency use averaging rate, while with quarterly frequency use compouding. The constructor taking the averaging method explicitly can be deprecated.
    @azsrz
    azsrz committed Nov 14, 2021
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Commits on Nov 17, 2021

  1. Merge branch 'lballabio:master' into master

    @azsrz
    azsrz authored Nov 17, 2021
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  2. use QL_DEPRECATED to deprecate averagingMethod in SofrFutureRateHelpe… 

    …r. Refer to Github issue [lballabio#1215]
    @azsrz
    azsrz committed Nov 17, 2021
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  3. Remove redundant index from signature

    @lballabio
    lballabio committed Nov 17, 2021
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