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Allow lookback days, lockout days and observation shift in OIS rate helpers #1998

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merged 1 commit into from
Jun 27, 2024
Merged

Allow lookback days, lockout days and observation shift in OIS rate helpers #1998

merged 1 commit into from
Jun 27, 2024

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lballabio
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@lballabio lballabio mentioned this pull request Jun 26, 2024
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Coverage Status

coverage: 72.597% (+0.02%) from 72.579%
when pulling ab63a67 on oishelper
into 0dda963 on master.

@lballabio lballabio added this to the Release 1.35 milestone Jun 27, 2024
marcin-rybacki
marcin-rybacki reviewed Jun 27, 2024
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Looks good to me.
I am not sure why Codacy is complaining about applyObservationShift_, because the member is used.

@lballabio lballabio merged commit b6acb72 into master Jun 27, 2024
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@lballabio lballabio deleted the oishelper branch June 27, 2024 08:22
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Yes, I had a few similar false positives. Who knows.

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