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Added ESTER overnight index #1923

Merged
merged 2 commits into from
Mar 19, 2019
Merged

Added ESTER overnight index #1923

merged 2 commits into from
Mar 19, 2019

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marc-henrard
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Added ESTER in OvernightIndexData and OvernightIndices.
Closes #1918

jodastephen
jodastephen requested changes Mar 19, 2019
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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
@delete-merged-branch delete-merged-branch bot deleted the wip/ester branch March 19, 2019 17:27
@jodastephen jodastephen added this to the v2.3 milestone Apr 24, 2019
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@jodastephen jodastephen jodastephen approved these changes

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Type:Enhancement
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v2.3
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Add ESTER description
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@marc-henrard @jodastephen