ILS SHIR support

[abhijitng]

As ILS is moving to OIS with SHIR from Telbor, would it be supported anytime soon? If not, what’s the best way to utilise the existing lib to support pricing with SHIR?

Thanks

[boring-cyborg]

Thanks for posting! It might take a while before we look at your issue, so don't worry if there seems to be no feedback. We'll get to it.

[lballabio]

While waiting for support, you can create an instance of the generic OvernightIndex class and pass the relevant conventions.