Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Added ESTER overnight index #1923

merged 2 commits into from Mar 19, 2019

Added ESTER overnight index #1923

merged 2 commits into from Mar 19, 2019


Copy link

@marc-henrard marc-henrard commented Mar 19, 2019

Added ESTER in OvernightIndexData and OvernightIndices.
Closes #1918

@marc-henrard marc-henrard requested a review from jodastephen Mar 19, 2019
Copy link

@jodastephen jodastephen left a comment

Need to add constant to FloatingRateNames. Need to add test around line 60 in FloatingRateNameTest


@jodastephen jodastephen merged commit b8f3422 into master Mar 19, 2019
15 checks passed
@delete-merged-branch delete-merged-branch bot deleted the wip/ester branch Mar 19, 2019
@jodastephen jodastephen added this to the v2.3 milestone Apr 24, 2019
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
None yet
Linked issues

Successfully merging this pull request may close these issues.

2 participants