-
Notifications
You must be signed in to change notification settings - Fork 285
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Apply reset periods to IRS #2675
Open
sl40168
wants to merge
15
commits into
OpenGamma:main
Choose a base branch
from
sl40168:Apply_reset_periods_to_IRS
base: main
Could not load branches
Branch not found: {{ refName }}
Loading
Could not load tags
Nothing to show
Loading
Are you sure you want to change the base?
Some commits from the old base branch may be removed from the timeline,
and old review comments may become outdated.
Open
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
When I tried to implement IRS binding to CNY_REPO_1W, whose payment and accrual cycle is 3M but Fixing Rate reset cycle is 1W, I found the resetPeriods was missed in the Swap product. Thus, the Floating leg is failed to be resolved.
Format code style
Generate joda bean
Fix check style issue
…68/Strata into Apply_reset_periods_to_IRS
Build Cfets Rate Calculation
Add Cfets Compounding Rate ComputationFn
Fix check style
Fix check style
regenerate joda beans
regenerate joda beans
Fix check style
Fix joda beans generate issue
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
When I tried to implement IRS binding to CNY_REPO_1W, whose payment and accrual cycle is 3M but Fixing Rate reset cycle is 1W, I found the resetPeriods was missed in the Swap product. Thus, the Floating leg is failed to be resolved.