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Merge DatedOISRateHelper with OISRateHelper #2103

Merged
merged 4 commits into from
Oct 25, 2024
Merged

Merge DatedOISRateHelper with OISRateHelper #2103

merged 4 commits into from
Oct 25, 2024

Commits on Oct 24, 2024

  1. Merge DatedOISRateHelper with OISRateHelper 

    Add a second constructor overload to OISRateHelper which works like
DatedOISRateHelper. Deprecate DatedOISRateHelper.

This removes a lot of code duplication and also adds support for custom
pillar dates to DatedOISRateHelper's equivalent.
    @eltoder
    eltoder committed Oct 24, 2024
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Commits on Oct 25, 2024

  1. Use explicit bool, not implicit null date

    @lballabio
    lballabio committed Oct 25, 2024
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  2. Avoid obsolete macro

    @lballabio
    lballabio committed Oct 25, 2024
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  3. Keep a test for the deprecated class while it's still there

    @lballabio
    lballabio committed Oct 25, 2024
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