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finmath / finmath-lib

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
Apache License 2.0
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Add schedule generation with future codes #34

Closed NiklasRodi closed 7 years ago

NiklasRodi commented 7 years ago

What is this PR for?

Add schedule generation with future codes (e.g. JUN17)

What type of PR is it?

Feature

NiklasRodi commented 7 years ago

There might be more elegant ways to convert the future code into a LocalDate but it should work

cfries commented 7 years ago

THX