Added OvernightIndexedFundingRateHelper helper - #2746
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UPDATE WITH MASTER
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coverage: 75.629% (+0.3%) from 75.31% — kp9991-git:FundingHelper into lballabio:master |
lballabio
reviewed
Sep 16, 2026
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| BOOST_AUTO_TEST_CASE(testUsdCofStyleBootstrap) { | ||
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The common fixture defined in test-suite/toplevelfixture.hpp already includes an instance of SavedSettings. No need to declare another.
OvernightIndexedFundingRateHelper helper
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Creating OvernightIndexedFundingRateHelper for building funding curves sitting on top of compounded overnight legs with a margin.