In RatesCalibrationCsvLoader, the different node type have different regex to parse the tenor. The one for FX swaps should allow for swaps with tenors in days, i.e. the FX swaps should use SIMPLE_YMD_TIME_REGEX.
FX swaps with maturities 1W (7D) or 2W (14D) are liquid.
In RatesCalibrationCsvLoader, the different node type have different regex to parse the tenor. The one for FX swaps should allow for swaps with tenors in days, i.e. the FX swaps should use SIMPLE_YMD_TIME_REGEX.
FX swaps with maturities 1W (7D) or 2W (14D) are liquid.