OISSwaptionGroup

class sigtech.framework.instruments.ois_swaption.OISSwaptionGroup

Baseclasses: SwaptionGroupBase

A class representing an OIS swaption group.

forecast_curves(data_dates, data_point=None)

Function solely for compatibility with IBOR swaption group - returns Nones, as the curves are not used anywhere. Shouldn’t be used apart from compatibility calls.