Skip to content
This repository has been archived by the owner on May 16, 2024. It is now read-only.

Single point data as constant #13

Merged
merged 3 commits into from
Apr 22, 2020
Merged

Single point data as constant #13

merged 3 commits into from
Apr 22, 2020

Conversation

antonioiubatti93
Copy link
Contributor

Treat single-point data as constant:

  • constant value equal to the only point's ordinate for all abscissae
  • zero gradient
  • complain only when there are no points

Also:

  • add test coverage
  • improve README

@antonioiubatti93 antonioiubatti93 added the enhancement New feature or request label Apr 22, 2020
@antonioiubatti93 antonioiubatti93 requested a review from a team April 22, 2020 06:59
@antonioiubatti93 antonioiubatti93 self-assigned this Apr 22, 2020
@antonioiubatti93
Copy link
Contributor Author

Clarify support for single-tenor curves

@antonioiubatti93 antonioiubatti93 merged commit e4f1c06 into master Apr 22, 2020
@antonioiubatti93 antonioiubatti93 deleted the single-point-data-as-constant branch April 22, 2020 10:51
Sign up for free to subscribe to this conversation on GitHub. Already have an account? Sign in.
Reviewers

@kkusmin kkusmin kkusmin approved these changes

Assignees

@antonioiubatti93 antonioiubatti93

Labels
enhancement New feature or request
Projects
None yet
Milestone
No milestone
Development

Successfully merging this pull request may close these issues.

None yet
2 participants
@antonioiubatti93 @kkusmin