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Register floating cash flows with OIS; add tests #1946

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merged 1 commit into from
Apr 11, 2024

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lballabio
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Fixes #1944.

@lballabio lballabio added this to the Release 1.34 milestone Apr 11, 2024
@lballabio lballabio enabled auto-merge April 11, 2024 14:27
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Coverage Status

coverage: 72.5% (+0.003%) from 72.497%
when pulling f3a2e92 on register-cashflows
into daec722 on master.

@lballabio lballabio merged commit 0d57fb4 into master Apr 11, 2024
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@lballabio lballabio deleted the register-cashflows branch April 11, 2024 15:35
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Overnight leg in OvernightIndexedSwap doesn't register with it's coupons.
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