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Use Ibor calendar for OIS-Ibor swaps #1678

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merged 1 commit into from May 23, 2018

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jodastephen commented May 4, 2018

Convention is to use the Ibor calendar

Use Ibor calendar for OIS-Ibor swaps
Convention is to use the Ibor calendar
@marc-henrard

Good for me.

@marc-henrard marc-henrard merged commit ab20673 into master May 23, 2018

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@marc-henrard marc-henrard deleted the topic/ois-Ibor-convention branch May 23, 2018

jodastephen added a commit that referenced this pull request Jun 5, 2018

Use Ibor calendar for OIS-Ibor swaps (#1678)
Convention is to use the Ibor calendar

jodastephen added a commit that referenced this pull request Jun 5, 2018

Use Ibor calendar for OIS-Ibor swaps (#1678)
Convention is to use the Ibor calendar

@jodastephen jodastephen added this to the v1.8 milestone Jun 5, 2018

jodastephen added a commit that referenced this pull request Jun 6, 2018

Use Ibor calendar for OIS-Ibor swaps (#1678)
Convention is to use the Ibor calendar

@jodastephen jodastephen modified the milestones: v1.8, v2.0 Jun 12, 2018

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