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Allow setting conventions and per-leg EOM in MakeOIS #1890

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merged 2 commits into from Jan 31, 2024

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eltoder
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@eltoder eltoder commented Jan 21, 2024

Closes #1875

@eltoder eltoder force-pushed the feature/make-ois-date-conventions branch from 20dadbc to 1a4c8e2 Compare January 21, 2024 02:43
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coveralls commented Jan 21, 2024

Coverage Status

coverage: 72.361% (+0.02%) from 72.346%
when pulling ff1124a on eltoder:feature/make-ois-date-conventions
into 9b052b1 on lballabio:master.

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eltoder commented Jan 29, 2024

@lballabio It looks like one check got stuck. Is there a way to re-trigger it?

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No, that's just because it changed name. I can merge this anyway.

@lballabio lballabio added this to the Release 1.34 milestone Jan 31, 2024
@lballabio lballabio merged commit eb68e03 into lballabio:master Jan 31, 2024
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@eltoder eltoder deleted the feature/make-ois-date-conventions branch January 31, 2024 14:34
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MakeOIS should have withFixedLegTerminationDateConvention the same as MakeVanillaSwap
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