Thanks Marc, will take a look when it’s merged
Latest master certainly looks better, this is a curve fitted with futures. I would be happy with a release cut here.
Just to note for completeness that the new release was published at the end of last week.
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Hello,
Maybe there were any changes regarding OvernightOvernightCurveNode as it will become an important instrument for USD curves?
Thanks!
Indeed, OvernightOvernight will be needed too. We even have an issue for it.
thanks
Stephen