tmory59
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tmory59
Hi, are there any plans for QL to handle SOFR swaptions in the near future? SOFR is the only tradeable underlying index for vanilla swaptions in the US now.
in progress
Hi, I'm getting the below errors when I build in VS2022. Severity Code Description Project File Line Suppression State Error C2661 'QuantLib::InterpolatedCPICapFloorTermPriceSurface::InterpolatedCPICapFloorTermPriceSurface': no overloaded function takes 13 arguments QuantExtTestSuite C:\ore\ORE-1.8.7\QuantExt\test\cpicapfloor.cpp...