New custom configuration for Swap and Term Deposit

Strata
1

Hi All,

Is there a method where I can set up the IborSwapConventions in a CSV format,something similar to IborIndexData.csv instead of configuring a class file in FixedIborSwapConvention.ini file.

Similarly can we create custom TermDepositConventions using CSV approach?

Regards
Surima

2

No, there is no CSV format for those at present
Stephen

3

This topic was automatically closed 14 days after the last reply. New replies are no longer allowed.