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Data lookup for repo rate curves #1624

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merged 1 commit into from Dec 5, 2017

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yukiiwashita commented Dec 5, 2017

  • Allows LegalEntityDiscountingMarketDataLookup to have only repo rate curves.
  • This is used for repo pricing.

@yukiiwashita yukiiwashita requested a review from jodastephen Dec 5, 2017

@jodastephen jodastephen merged commit 578fce5 into master Dec 5, 2017

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security/snyk - modules/calc/pom.xml No new issues
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security/snyk - modules/market/pom.xml No new issues
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security/snyk - modules/measure/pom.xml No new issues
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security/snyk - modules/pom.xml No new issues
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security/snyk - modules/pricer/pom.xml No new issues
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security/snyk - modules/product/pom.xml No new issues
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security/snyk - modules/report/pom.xml No new issues
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@jodastephen jodastephen deleted the topic/repo-rate-lookup branch Dec 5, 2017

@jodastephen jodastephen added this to the v1.7 milestone Dec 5, 2017

jodastephen added a commit that referenced this pull request Feb 14, 2018

jodastephen added a commit that referenced this pull request Feb 19, 2018

@jodastephen jodastephen modified the milestones: v1.7, v1.8 Feb 19, 2018

jodastephen added a commit that referenced this pull request Feb 20, 2018

@jodastephen jodastephen modified the milestones: v1.8, v2.0 Jun 5, 2018

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