Expose swap() on DatedOISRateHelper

lballabio / QuantLib

The QuantLib C++ library

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Expose swap() on DatedOISRateHelper #2097

Closed eltoder closed 1 month ago

eltoder commented 1 month ago

Also, IborIborBasisSwapRateHelper and OvernightIborBasisSwapRateHelper.

Also, set the correct maturityDate.

coveralls commented 1 month ago

coverage: 72.784%. remained the same when pulling 3f00ac4bd0784be4541d49465b9294cc642b642b on eltoder:feature/dated-ois-swap into 6e125f2205cf62fbe11678cd36e3712c48ea5824 on lballabio:master.