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Add common fixed-vs-floater base class for vanilla swap and OIS #1789

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merged 9 commits into from
Sep 19, 2023

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lballabio
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@lballabio lballabio commented Sep 18, 2023

It should allow us to simplify #1593 and #1775.

@lballabio lballabio added this to the Release 1.32 milestone Sep 18, 2023
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Coverage Status

coverage: 71.903% (-0.009%) from 71.912% when pulling 4d4d314 on fixed-vs-floater into cd33939 on master.

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2 participants