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

Add swaption CSV parse/write #1954

Merged
merged 1 commit into from Apr 24, 2019
Merged

Add swaption CSV parse/write #1954

merged 1 commit into from Apr 24, 2019

Conversation

@jodastephen
Copy link
Member

@jodastephen jodastephen 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
15 checks passed
Loading
@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
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Linked issues

Successfully merging this pull request may close these issues.

None yet

2 participants