XCCY Overnight Overnight Swap and Overnight Overnight Swap Conventions

Hi,

We are looking for advice how to calibrate XCCY Overnight Overnight Swap and Overnight Overnight Swap. Are conventions available for these products in Strata?

If not available at the moment, do you know if/when OG is planning to implement them in Strata?

There is an incomplete branch topic/overnight-overnight which begins this work. This will need to be completed to progress calibration.
Stephen

Thank you, @stephen, for the update.