Enhance schedule generation #1403
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Allow non-EOM roll conventions to behave like EOM ones based on pre-adjusted dates
cjkent
reviewed
Oct 31, 2016
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| @Override | ||
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| return 31; |
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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
approved these changes
Oct 31, 2016
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Allow non-EOM roll conventions to behave like EOM ones based on pre-adjusted dates.
See FpML clarification.