Skip to content

Include the source of the floating rate in EXPLAIN_PRESENT_VALUE #1362

@cjkent

Description

@cjkent

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.

Metadata

Metadata

Assignees

Type

No type

Projects

No projects

Milestone

Relationships

None yet

Development

No branches or pull requests

Issue actions