Review RateHelper

Bug #1209794 reported by Richard Gomes
6
This bug affects 1 person
Affects Status Importance Assigned to Milestone
JQuantLib
In Progress
Medium
Richard Gomes
Tags: code-review
Revision history for this message
Richard Gomes (frgomes) wrote :

As rate helpers spread across a vast range of asset classes, the entire class hierarchy needs to be reviewed for completeness again and again as we implement more asset classes.

The entire hierarchy is

BootstrapHelper<TimeStructure>
  RateHelper
    FixedRateBondHelper
    FuturesRateHelper
    RelativeRateHelper
      DepositRateHelper
      FraRateHelper
      SwapRateHelper
      BMASwapRateHelper

It's necessary to open separate issues for reviewing each of these classes.

Revision history for this message
Q Boiler (q.boiler) wrote :

This issue should be updated for the Release this weekend.

Revision history for this message
Q Boiler (q.boiler) wrote :

changing the target release

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