Include the source of the floating rate in EXPLAIN_PRESENT_VALUE #1362

cjkent opened this Issue Sep 30, 2016 · 0 comments


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cjkent commented Sep 30, 2016

It would be useful if the ExplainMap for the floating leg of a swap indicated whether the rate was taken from a time series of fixings or from a forward curve.

jodastephen added a commit that referenced this issue Sep 30, 2016

@jodastephen jodastephen self-assigned this Sep 30, 2016

@jodastephen jodastephen added this to the v1.1 milestone Sep 30, 2016

@cjkent cjkent closed this in #1364 Oct 3, 2016

@cjkent cjkent removed the Status:InReview label Oct 3, 2016

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