QuantLib icon indicating copy to clipboard operation
QuantLib copied to clipboard

LinearTsrPricer: fix past payment dates, support overnight swap indices, add missing include

Open pcaspers opened this issue 2 years ago • 3 comments

pcaspers avatar Aug 26 '23 17:08 pcaspers

Coverage Status

coverage: 72.481% (-0.001%) from 72.482% when pulling fffcb9f5fb6dd53dea39eca51aeb1ec82f40fec1 on pcaspers:fixLinearTsr into 7356c36b276a36d1e8cd96db353d807af91ea2b0 on lballabio:master.

coveralls avatar Aug 26 '23 19:08 coveralls

This PR was automatically marked as stale because it has been open 60 days with no activity. Remove stale label or comment, or this will be closed in two weeks.

github-actions[bot] avatar Nov 19 '23 01:11 github-actions[bot]

This PR was automatically marked as stale because it has been open 60 days with no activity. Remove stale label or comment, or this will be closed in two weeks.

github-actions[bot] avatar Jan 21 '24 01:01 github-actions[bot]

This PR was automatically marked as stale because it has been open 60 days with no activity. Remove stale label or comment, or this will be closed in two weeks.

github-actions[bot] avatar Mar 22 '24 01:03 github-actions[bot]