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Rework bond example #2005

Merged
merged 2 commits into from
Jul 2, 2024
Merged

Rework bond example #2005

merged 2 commits into from
Jul 2, 2024

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lballabio
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  • Don't use deposits to build a bond curve
  • Avoid adding an artificial forward start to swaps
  • Consistent calendars and indexes

@lballabio lballabio added this to the Release 1.35 milestone Jul 2, 2024
@lballabio lballabio enabled auto-merge July 2, 2024 12:48
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Coverage Status

coverage: 72.611% (-0.001%) from 72.612%
when pulling fabef3b on bond-example
into 03e7294 on master.

@lballabio lballabio merged commit 2c3f675 into master Jul 2, 2024
82 checks passed
@lballabio lballabio deleted the bond-example branch July 2, 2024 14:53
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