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v1.7.1

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@opengammacibot opengammacibot released this 06 Jun 10:55

This minor release contains around 11 fixes. These include:

  • Parse zero length periods from CSV format, #1670
  • Add ZAR-SABOR, CNY-REPO-1W, use CHF-SARON in preference to CHF-TOIS, add more inactive indices, #1681, #1693, #1694
  • Fix Ibor-OIS swap conventions, #1678
  • Summarizer should handle short periods, #1663