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lballabio / QuantLib

The QuantLib C++ library
http://quantlib.org
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Account for possible date adjustments (e.g. on Juneteenth) in SOFR rate helper #1996

Closed lballabio closed 1 week ago

lballabio commented 1 week ago

Fixes #1994.

coveralls commented 1 week ago

Coverage Status

coverage: 72.553% (+0.001%) from 72.552% when pulling 1cf9e8ed07bb07451fac782d20feaac4b044ffce on sofr-helper into c7b410949cf88f607a0257f98f2934d6d68fafc3 on master.

coveralls commented 1 week ago

Coverage Status

coverage: 72.553% (+0.001%) from 72.552% when pulling b1bcae2288062166b5e184d86a0f4215893dfff3 on sofr-helper into c7b410949cf88f607a0257f98f2934d6d68fafc3 on master.