Add new ratehelpers and update example sheet#27
Open
sschlenkrich wants to merge 1 commit intoeehlers:v1.23.xfrom
Open
Add new ratehelpers and update example sheet#27sschlenkrich wants to merge 1 commit intoeehlers:v1.23.xfrom
sschlenkrich wants to merge 1 commit intoeehlers:v1.23.xfrom
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
1 participant
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
This PR exports recently added RateHelpers in QuantLib to QuantLibAddin.
I also updated the curve calibration example sheet to illustrate the usage of the rate helpers.
The PR is for branch v1.23.x because this branch seems to be the most recent branch. Maybe it makes sene to first merge branch v1.23.x to master and then apply the commit to master branch.
Please let me know if any comments or questions.