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Improving the ql.ConstNotionalCrossCurrencyBasisSwapRateHelper and ql.MtMCrossCurrencyBasisSwapRateHelper by adding a constructor that takes an overnight index and payment frequency as parameters.
The current helpers have parameters in the link below:
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QuantAnalyst89
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ql.ConstNotionalCrossCurrencyBasisSwapRateHelper and ql.MtMCrossCurrencyBasisSwapRateHelper
Improving ql.ConstNotionalCrossCurrencyBasisSwapRateHelper and ql.MtMCrossCurrencyBasisSwapRateHelper
May 20, 2024
Improving the ql.ConstNotionalCrossCurrencyBasisSwapRateHelper and ql.MtMCrossCurrencyBasisSwapRateHelper by adding a constructor that takes an overnight index and payment frequency as parameters.
The current helpers have parameters in the link below:
https://rkapl123.github.io/QLAnnotatedSource/df/d10/crosscurrencyratehelpers_8cpp_source.html
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