Giters

frontmark / jupyter-notebooks

Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks

Geek Repo:Geek Repo

Github PK Tool:Github PK Tool

Inconsistent implementation of roll conventions: MODIFIED_PRECEDING

FuggeWolf opened this issue · comments

commented

While enums offers the roll convention MODIFIED_PRECEDING, the C++ code has no corresponding implementation.

commented

wird durch pyriva ersetzt