Hi All,
I am wondering if we are missing the following line in OISRateHelper:
clonedOvernightIndex->unregisterWith(termStructureHandle_);
before we use this index to make underlying OIS swap. See for example how it is done in SwapRateHelper.
It seems we will get notifications from
termStructureHandle_ during the bootstrapping? Or am I missing something?
Thanks,
JK
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