LZ40
LZ40
Hi @lballabio , I found Pillar Date is not supported for both SofrFutureRateHelper and OvernightIndexFutureRateHelper. Am I missing anything please? If it is indeed supported please will be much appreciated...
Thanks @lballabio . Think we should have that added for SofrFutureRateHelper and OvernightIndexFutureRateHelper please could expert help please?
Yes - I could at the mean time as workaround. Thanks @lballabio
Much appreciated @uzi101 .
Hi @lballabio , CCX (deliverable and Non-deliverable) fixed vs SOFR are quoted in some of the Asian markets so I reckon we should have it.
Hi @lballabio Is it okay to go ahead with this ticket please?
Thank you @lballabio @uzi101
Thank you @uzi101 @lballabio !
Hi @uzi101 @lballabio , Please can I confirm the this helper will be exposed to Python binding? Thanks!
That's gold! Much appreciated @lballabio .