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Some Euribor indices no longer published #1857

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merged 1 commit into from Dec 4, 2018

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jodastephen commented Dec 4, 2018

"Euribor is currently calculated and published on a daily basis for 8 maturities. As part of its ongoing efforts in the context of the Euribor Reform, and upon the outcome of the stakeholder consultation published on 26 March 2018, EMMI’s governing bodies have approved the cessation of the 2 week, 2 month and 9 month tenors as of 3 December 2018."
https://www.emmi-benchmarks.eu/assets/files/D0237B-2018-CESSATION%20OF%20EURIBOR%20TENORS.pdf

Some Euribor indices no longer published
"Euribor is currently calculated and published on a daily basis for
8 maturities. As part of its ongoing efforts in the context of the
Euribor Reform, and upon the outcome of the stakeholder consultation
published on 26 March 2018, EMMI’s governing bodies have approved
the cessation of the 2 week, 2 month and 9 month tenors as of
3 December 2018."
https://www.emmi-benchmarks.eu/assets/files/D0237B-2018-CESSATION%20OF%20EURIBOR%20TENORS.pdf
@@ -35,6 +35,7 @@
public class IborInterpolatedRateComputationTest {

private static final ReferenceData REF_DATA = ReferenceData.standard();
private static final IborIndex EUR_EURIBOR_2W = IborIndex.of("EUR-EURIBOR-2W");

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@wjnicholson

wjnicholson Dec 4, 2018

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Was this just to avoid the warning of using a deprecated member?

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@jodastephen

jodastephen Dec 4, 2018

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yes, it will remain usable like this

@jodastephen jodastephen merged commit 4df2c52 into master Dec 4, 2018

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@jodastephen jodastephen deleted the topic/euribor branch Dec 4, 2018

@jodastephen jodastephen added this to the v2.2 milestone Jan 28, 2019

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