Stub helpers - #2730
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coverage: 75.324% (+0.04%) from 75.287% — kp9991-git:StubHelpers into lballabio:master |
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This branch adds the ability to specify a config for stubs in curve helpers (floating Ibor). While normally stubs do not appear in curve instruments, sometimes they do, especially in cross-currency swaps, and this feature will help in handling those situations. If the stub config is omitted, QuantLib follows the old behaviour. Note: there is currently a limitation in that when the stub curve cannot be the curve being bootstrapped as a forecasting curve (self), but it should not be a problem in practice, as it would normally only be either dependent curves or the cross-currency discounting curve (both cases work).