Enhance schedule generation #1403

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merged 2 commits into from Oct 31, 2016

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jodastephen commented Oct 31, 2016

Allow non-EOM roll conventions to behave like EOM ones based on pre-adjusted dates.
See FpML clarification.

Enhance schedule generation
Allow non-EOM roll conventions to behave like EOM ones
based on pre-adjusted dates
+
+ @Override
+ public int getDayOfMonth() {
+ return 31;

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@cjkent

cjkent Oct 31, 2016

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This seems slightly odd. I'm sure it works, but is it worth a comment explaining what's going on?

@cjkent

cjkent Oct 31, 2016

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This seems slightly odd. I'm sure it works, but is it worth a comment explaining what's going on?

@cjkent

cjkent approved these changes Oct 31, 2016

@jodastephen jodastephen merged commit d6011d4 into master Oct 31, 2016

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@jodastephen jodastephen deleted the topic/schedule branch Oct 31, 2016

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