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Add Canadian Overnight Repo Rate Average (CORRA) #1705
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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. |
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? |
I see. No problem, I'll add it to those |
- add corra.cpp/.hpp to build files
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. |
Will keep it in mind! |
Congratulations on your first merged pull request! |
Add CORRA Index to QuantLib.
Closes #1685.