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Add Overnight Future curve node #2208

merged 1 commit into from Aug 25, 2020


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@jodastephen jodastephen commented Aug 24, 2020

Use new OvernightFutureContractSpec to provide a curve node for calibration.
See #1820

Use `OvernightFutureContractSpec`
See #1820
@jodastephen jodastephen added this to the v2.8 milestone Aug 24, 2020
@jodastephen jodastephen requested a review from cjkent Aug 24, 2020
cjkent approved these changes Aug 25, 2020
@jodastephen jodastephen merged commit 49f671b into master Aug 25, 2020
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@mergify mergify bot deleted the topic/overnight-future-node branch Aug 25, 2020
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2 participants