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Add Canadian Overnight Repo Rate Average (CORRA) #1705

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merged 4 commits into from
Jun 19, 2023

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AND2797
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@AND2797 AND2797 commented Jun 18, 2023

Add CORRA Index to QuantLib.

Closes #1685.

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boring-cyborg bot commented Jun 18, 2023

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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CLAassistant commented Jun 18, 2023

CLA assistant check
All committers have signed the CLA.

@AND2797 AND2797 marked this pull request as ready for review June 18, 2023 16:41
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coveralls commented Jun 19, 2023

Coverage Status

coverage: 71.9% (-0.003%) from 71.903% when pulling d8e74fb on AND2797:master into c22f15a on lballabio:master.

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Thanks! The failing check is because the new files should also be added to the other build systems (the VC++ project and the autotools). Do you want me to do that, or do you want to give it a try?

@lballabio lballabio changed the title Closes #1685 Add Canadian Overnight Repo Rate Average (CORRA) Jun 19, 2023
@lballabio lballabio linked an issue Jun 19, 2023 that may be closed by this pull request
@AND2797
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AND2797 commented Jun 19, 2023

I see. No problem, I'll add it to those

@lballabio
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Thanks! I pushed a commit to your fork to reorder the lists so I didn't have to bother you again for a minor change. A suggestion for next time: it's better to open the PR from a branch, not master, so my pushes (if any) are less disruptive.

@lballabio lballabio added this to the Release 1.31 milestone Jun 19, 2023
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AND2797 commented Jun 19, 2023

Will keep it in mind!

@lballabio lballabio merged commit cb2080b into lballabio:master Jun 19, 2023
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boring-cyborg bot commented Jun 19, 2023

Congratulations on your first merged pull request!

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Support the Canadian Overnight Repo Rate Average (CORRA)
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