lballabio / QuantLib

The QuantLib C++ library
http://quantlib.org
Other
5.43k stars 1.8k forks source link

Add SwapRateHelper constructor with fixed dates #2106

Closed eltoder closed 1 month ago

eltoder commented 1 month ago

Also known as "DatedSwapRateHelper". Similar to the new constructor for OISRateHelper.

coveralls commented 1 month ago

Coverage Status

coverage: 72.794% (+0.008%) from 72.786% when pulling 90c9cbaf19ad73e202e9c862d71a75dea8a9c63e on eltoder:feature/dated-swap-helper-2 into a63045eb1dc038d90f49adfd3ca6ded1c30ea260 on lballabio:master.