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CMake build · Workflow runs · lballabio/QuantLib · GitHub
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#4358:
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July 15, 2025 16:35
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Allow specifying BusinessDayConvention in OISRateHelper
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Allow specifying BusinessDayConvention in OISRateHelper
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Inherit ForwardRateStructure from ZeroYieldStructure
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Improve TrinomialTree performance with entropy-based pruning under small time steps
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