Allow lookback days, lockout days and observation shift in OIS rate helpers

lballabio / QuantLib

The QuantLib C++ library

http://quantlib.org

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Allow lookback days, lockout days and observation shift in OIS rate helpers #1998

Closed lballabio closed 1 week ago

coveralls commented 1 week ago

coverage: 72.597% (+0.02%) from 72.579% when pulling ab63a679bb6e5ccbca4acb52d3e931324fb88b13 on oishelper into 0dda963e1f06af24729edf979a190958b3178cdc on master.

lballabio commented 1 week ago

Yes, I had a few similar false positives. Who knows.