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Enhance schedule generation #1403

Merged
merged 2 commits into from Oct 31, 2016
Merged

Enhance schedule generation #1403

merged 2 commits into from Oct 31, 2016

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@jodastephen
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@jodastephen jodastephen commented Oct 31, 2016

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

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 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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