Oleg Kulkov

removed check for increasing notionals as there are bonds with draw d…

4

Hello Luigi, all Do you mean it would make sense to remove the QL_REQUIRE() check of "not increasing" nationals in the bond.cpp? Generally, there are fixed income instruments which have...

update of Indian calendar 2024

2

compared to Bloomberg INR swap calendar.

fixed the ability to overwrite of a trade builder with a new one

2

in case, there was a new trade builder in e.g. OREData/ored/utilities/initbuilders.cpp with ORE_REGISTER_TRADE_BUILDER and one would have needed to overwrite a previous one with the same builder name (i.e. ORE_REGISTER_TRADE_BUILDER(NAME,...

extended yield curves by cheapesttodeliver

1

Added a new curve which can be used in case of several eligible currencies for collateralization. Documentation is still in progress.