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Add support for overriding first fixing offset #1447

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merged 1 commit into from Dec 20, 2016
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Some swaps have a different first fixing date/offset/calendar
Fixes #1425

Some swaps have a different first fixing date/offset/calendar
Fixes #1425
@cjkent cjkent merged commit 2bba836 into master Dec 20, 2016
@cjkent cjkent deleted the topic/first-fixing branch December 20, 2016 13:36
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Add support for different 1st fixing holiday centres and days offset to Swap trade model
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