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@opengammacibot opengammacibot released this 28 Feb 14:55
v2.2.1
f2d242a

The release contains:

  • Additional constant for CNH currency, #1890
  • Additional constants for exchanges, #1884
  • Correct fixing lag for HKD-HIBOR and AUD-BBSW, #1887
  • COP FxIndex is incorrectly mapped to CLP, #1891
  • FRA sensitivity after payment date, #1894
  • Make tenors compare compatible with equals, #1897
  • Add MapStream method to NodalCurve, similar to CurrencyParameterSensitivity, #1898
  • Update dependencies to latest versions
Assets 4