MTM Cross Currency Basis Swap instruments#2642
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The `make docs` CI step failed because fxindex.hpp referenced a Doxygen
group `indexes` that does not exist, and the configuration treats doc
warnings as errors (WARN_AS_ERROR=YES):
error: Found non-existing group 'indexes' for the command '@InGroup'
No other header under ql/indexes uses \ingroup (the base Index class has
none), so remove the tag to match the existing convention and unblock the
documentation build.
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coverage: 74.919% (+0.04%) from 74.883% — kp9991-git:MtMCrossCurrencySwaps into lballabio:master |
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We currently don't have MtM cross currency basis swap instruments in the library, only helpers for curve construction. This PR adds these instruments.