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Quote sensitivity calculation for legal entity discounting curves #1625

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merged 1 commit into from Dec 13, 2017

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yukiiwashita commented Dec 12, 2017

  • Quote sensitivity calculation for legal entity discounting curves.
  • Access to maps in ImmutableLegalEntityDiscountingProvider.
  • These are required by legal entity discounting curve calibration.

@yukiiwashita yukiiwashita requested a review from jodastephen Dec 12, 2017

@jodastephen jodastephen merged commit 194afcd into master Dec 13, 2017

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@jodastephen jodastephen deleted the topic/legal-entity-discounting-quote-sensitivity branch Dec 13, 2017

@jodastephen jodastephen added this to the v1.7 milestone Dec 21, 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 jodastephen modified the milestones: v1.8, v2.0 Jun 5, 2018

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