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Added ESTER overnight index #1923

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merged 2 commits into from Mar 19, 2019

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commented Mar 19, 2019

Added ESTER in OvernightIndexData and OvernightIndices.
Closes #1918

@marc-henrard marc-henrard requested a review from jodastephen 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

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@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

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