Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Allow passing a pricer to OISRateHelper, deprecate superseded experimental classes #2052

Merged
merged 5 commits into from
Aug 7, 2024

Conversation

lballabio
Copy link
Owner

Choosing the parameters of the arithmetic pricer was the only bit of functionality still missing from the main OIS classes.

@lballabio lballabio added this to the Release 1.36 milestone Aug 7, 2024
@coveralls
Copy link

coveralls commented Aug 7, 2024

Coverage Status

coverage: 72.651% (+0.01%) from 72.639%
when pulling 94e5c22 on ois-with-pricer
into 4e5dd72 on master.

@lballabio lballabio merged commit 897ddbe into master Aug 7, 2024
85 checks passed
@lballabio lballabio deleted the ois-with-pricer branch August 7, 2024 14:50
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

2 participants