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OpenSourceRisk
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Add fixingDays parameter to applyStubInterpolation
- #333
#333
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oszette
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Model-Validation:fixing-days-arg-to-stubinterp-function
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Add fixingDays parameter to applyStubInterpolation
#333
oszette
wants to merge 14 commits into
OpenSourceRisk:master
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Model-Validation:fixing-days-arg-to-stubinterp-function
Model-Validation/Engine:fixing-days-arg-to-stubinterp-function
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Commits on Nov 1, 2025
QPR-13654 move built flag to trade level
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Commits on Nov 4, 2025
Merge branch 'master' into 'v.1.8.14.0'
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Merge branch 'v.1.8.14.0' into 'master'
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align submodule
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Commits on Jan 21, 2026
merge conflict submodule v1.8.14.1
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merge conflict fix v1.8.14.1
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Merge branch 'v1.8.14.1-github' into 'master'
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align submodules
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Merge branch 'ore_1.8.15.0' into 'master'
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Merge branch 'ore_1.8.15.0' into 'master'
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Merge branch 'ore_1.8.15.0' into 'master'
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Commits on Feb 9, 2026
Add fixingDays parameter to applyStubInterpolation
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Pass fixingDays from floatData or index
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