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Add swaption pricers for Collateralized Cash Price #1904

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marc-henrard opened this issue Mar 8, 2019 · 0 comments

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marc-henrard commented Mar 8, 2019

Add a pricer (in strata.pricer.swaption) for swaption with "Collateralized Cash Price" settlement of the types BlackSwaptionXXX, HullWhiteXXX, NormalSwaptionXXX, SabrSwaptionXXX

marc-henrard added the Type:Coverage label

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