Some Euribor indices no longer published #1857
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
"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
wjnicholson
approved these changes
Dec 4, 2018
wjnicholson
reviewed
Dec 4, 2018
| @@ -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"); | |||
There was a problem hiding this comment.
Was this just to avoid the warning of using a deprecated member?
There was a problem hiding this comment.
yes, it will remain usable like this
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
"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