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lballabio / QuantLib-SWIG

QuantLib wrappers to other languages
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Expose swap() on DatedOISRateHelper #678

Closed eltoder closed 2 weeks ago

eltoder commented 2 weeks ago

Also, IborIborBasisSwapRateHelper and OvernightIborBasisSwapRateHelper.

eltoder commented 2 weeks ago

This needs https://github.com/lballabio/QuantLib/pull/2097 to be merged first.

lballabio commented 2 weeks ago

Hmm, the R failure seems to be independent of your PR, I'll look into it.

eltoder commented 2 weeks ago

Thank you!