Thanks to visit codestin.com
Credit goes to github.com

Skip to content

Const Notional Cross Currency Swaps #2248

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
wants to merge 18 commits into
base: master
Choose a base branch
from
Open

Const Notional Cross Currency Swaps #2248

Changes from 1 commit
Commits
Show all changes
18 commits
Select commit Hold shift + click to select a range
af4d044
Added base CrossCcySwap, CrossCcySwapEngine and related tests
paolodelia99 Jun 13, 2025
48e48aa
Update generated headers
github-actions[bot] Jun 13, 2025
3732556
Update CrossCcySwap tests to account for usingAtParCoupons setting
paolodelia99 Jun 14, 2025
a880201
Added missing imports in crossccyswapengine.hpp
paolodelia99 Jun 16, 2025
5884906
Fix tag typo in QuantLib.vcxproj
paolodelia99 Jun 16, 2025
2d8185c
Refactor xccy tests file
paolodelia99 Jun 16, 2025
63f267f
Add crossccyfixfloatswap
paolodelia99 Jun 16, 2025
960ab15
Fixed typo in comments
paolodelia99 Jun 16, 2025
59df14c
add usingAtParCoupons, and fix code format in crossccyfixfloatswap.cpp
paolodelia99 Jun 17, 2025
9b62fab
Update generated headers
github-actions[bot] Jun 16, 2025
a65859e
Update copyright list in license
github-actions[bot] Jun 17, 2025
ecdda37
Add missing import in crossccyfixfloatswap tests
paolodelia99 Jun 17, 2025
cecf124
Added crossccybasisswap and related tests
paolodelia99 Jun 17, 2025
77e673f
Fix typo in crossccybasisswap filename in Makefile.am
paolodelia99 Jun 17, 2025
e35c609
Update generated headers
github-actions[bot] Jun 17, 2025
496d95d
Add constructor docstring in crossccybasisswap.hpp
paolodelia99 Jun 19, 2025
9c82a36
Add constructor docstring in crossccyfixfloatswap.hpp
paolodelia99 Jun 19, 2025
68c8353
Rename xccyswapengine constructor params
paolodelia99 Aug 1, 2025
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
Prev Previous commit
Next Next commit
Update copyright list in license
  • Loading branch information
@github-actions @paolodelia99
github-actions[bot] authored and paolodelia99 committed Jun 17, 2025
commit a65859e7d9a00f8ed9fef0309ce2d21891314368
2 changes: 1 addition & 1 deletion LICENSE.TXT
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -126,8 +126,8 @@ Copyright (C) 2015, 2016 Andres Hernandez
Copyright (C) 2016 Nicholas Bertocchi
Copyright (C) 2016 Stefano Fondi
Copyright (C) 2016, 2017 Fabrice Lecuyer
Copyright (C) 2016, 2018, 2022 Quaternion Risk Management Ltd
Copyright (C) 2016, 2019, 2020 Eisuke Tani
Copyright (C) 2016, 2022 Quaternion Risk Management Ltd

Copyright (C) 2017 BN Algorithms Ltd
Copyright (C) 2017 Joseph Jeisman
Expand Down