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Release v0.5.0
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@felipenoris felipenoris released this 18 Jul 18:27
· 32 commits to master since this release
v0.5.0
4f63398

New Features

  • ComposeProdFactorCurve creates a curve that is composed by the discount factors of curve_a * curve_b.

  • ComposeDivFactorCurve creates a curve that is composed by the discount factors of curve_a / curve_b.

Breaking Changes

  • CompositeIRCurve has been removed in favor of ComposeProdFactorCurve.
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