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Test/examples for cap/floorlet on overnight Term rate. #2412

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merged 1 commit into from
Jan 17, 2022

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Adding a couple of test to show the usage/pricing of caplet/floorlet on the new Overnight Term Rates.

@marc-henrard marc-henrard merged commit 3c718cf into main Jan 17, 2022
@delete-merged-branch delete-merged-branch bot deleted the topic/capoisterm-test branch January 17, 2022 08:38
@jodastephen jodastephen added this to the v2.12 milestone May 9, 2022
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