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Add DKK-CIBOR2-DKNA13 #1435

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merged 1 commit into from Dec 14, 2016
Merged

Add DKK-CIBOR2-DKNA13 #1435

merged 1 commit into from Dec 14, 2016

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@jodastephen jodastephen commented Dec 14, 2016

This differs from CIBOR in that the fixing offset is -2 days, but map to standard CIBOR for now.

@jodastephen jodastephen self-assigned this Dec 14, 2016
@jodastephen jodastephen requested a review from andreiruse Dec 14, 2016
@jodastephen jodastephen removed their assignment Dec 14, 2016
@andreiruse andreiruse merged commit ba0e7a9 into master Dec 14, 2016
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@andreiruse andreiruse deleted the topic/dkk-cibor branch Dec 14, 2016
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