wip
- Added currency factory
- Period constructor Period('5M')
initial commit of Market class
Inital commit (WIP)
Various constructors and accessors added to implement market.py
Start doc on market
Edited
Support for BusinessDayConvention class
PEP8 clean up
Support for BusinessDayConvention class
Support for BusinessDayConvention class
First test of market class - just testing features, not accuracy
Run calculations with USD and EUR conventions
Added from_name constructors to Currency and Calendar
Many from_name constructors and help() functions
support for market conventions in data file
- Added swap market data file
- Swap create method in swap market
- test cases for fixed-for-float swaps (1 fail)
skip one swap calculation test
Fixed error in swap test case
PEP 8 compliance