Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

FxForwardRates: code cleaning / test for currency exposure. #1410

Merged
merged 3 commits into from Nov 10, 2016

Conversation

marc-henrard
Copy link
Contributor

Cleaning of code related to FxForwardRates.
Added some tests for currency exposure.
Preparation for theta and forward value calculator.

Don't refer to "today" as valuation date is not necessarily today
@jodastephen jodastephen force-pushed the topic/fx-provider-clean branch 3 times, most recently from aabd58d to bbd1961 Compare November 10, 2016 12:14
@jodastephen jodastephen added this to the v1.2 milestone Nov 10, 2016
@jodastephen jodastephen merged commit 0aba9a0 into master Nov 10, 2016
@jodastephen jodastephen deleted the topic/fx-provider-clean branch November 10, 2016 12:36
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Development

Successfully merging this pull request may close these issues.

None yet

3 participants