Added gearing parameters to CC-Basis-Swap

OpenSourceRisk / ORE-SWIG

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Added gearing parameters to CC-Basis-Swap #5

Closed yrtf closed 4 years ago

yrtf commented 4 years ago

The gearing parameters for Cross-Currency Basis Swaps were missing in the qle_instruments.i. Without these changes, SWIG bindings for QuantExt fail to build.

QuaternionRisk commented 4 years ago

Ae have incorporated these changes in the meantime, apologies I should have merged your PR before we did!