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Add swaption CSV parse/write #1954

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merged 1 commit into from Apr 24, 2019

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commented Apr 23, 2019

The approach is similar to that of FX options, where a few extra columns are added to capture the optionality.

@wjnicholson wjnicholson merged commit 7519c94 into master Apr 24, 2019

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@delete-merged-branch delete-merged-branch bot deleted the topic/csv-swaption branch Apr 24, 2019

@jodastephen jodastephen added this to the v2.3 milestone Apr 24, 2019

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