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Add convention for a SOFR OIS swap #1775

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merged 1 commit into from Aug 15, 2018

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jodastephen commented Aug 13, 2018

Fixes #1771

@jodastephen jodastephen requested a review from marc-henrard Aug 13, 2018

@yukiiwashita yukiiwashita self-requested a review Aug 15, 2018

@jodastephen jodastephen merged commit afeb2e4 into master Aug 15, 2018

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security/snyk - modules/basics/pom.xml (OpenGamma) No new issues
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security/snyk - modules/calc/pom.xml (OpenGamma) No new issues
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security/snyk - modules/collect/pom.xml (OpenGamma) No new issues
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security/snyk - modules/data/pom.xml (OpenGamma) No new issues
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security/snyk - modules/loader/pom.xml (OpenGamma) No new issues
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security/snyk - modules/market/pom.xml (OpenGamma) No new issues
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security/snyk - modules/math/pom.xml (OpenGamma) No new issues
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security/snyk - modules/measure/pom.xml (OpenGamma) No new issues
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security/snyk - modules/pom.xml (OpenGamma) No new issues
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security/snyk - modules/pricer/pom.xml (OpenGamma) No new issues
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security/snyk - modules/product/pom.xml (OpenGamma) No new issues
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security/snyk - modules/report/pom.xml (OpenGamma) No new issues
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security/snyk - pom.xml (OpenGamma) No new issues
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@jodastephen jodastephen deleted the topic/sofr branch Aug 15, 2018

@jodastephen jodastephen added this to the v2.0 milestone Aug 20, 2018

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