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Implement Shifted BDT Tree #20

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domokane opened this issue Oct 1, 2020 · 0 comments
Open

Implement Shifted BDT Tree #20

domokane opened this issue Oct 1, 2020 · 0 comments
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enhancement New feature or request Finance Quant

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@domokane
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domokane commented Oct 1, 2020

Update BDT tree to allow for shifted rates (and negative rates)

@domokane domokane added enhancement New feature or request Finance Quant labels Oct 1, 2020
FergalOK added a commit to FergalOK/FinancePy that referenced this issue Dec 30, 2020
Allow the use of tuples with checkArgumentTypes

Approved-by: Dominic O'Kane
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