Add support for overriding first fixing offset #1447

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merged 1 commit into from Dec 20, 2016

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@jodastephen
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jodastephen commented Dec 19, 2016

Some swaps have a different first fixing date/offset/calendar
Fixes #1425

Add support for overriding first fixing offset
Some swaps have a different first fixing date/offset/calendar
Fixes #1425
@cjkent

cjkent approved these changes Dec 20, 2016

@cjkent cjkent merged commit 2bba836 into master Dec 20, 2016

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@cjkent cjkent deleted the topic/first-fixing branch Dec 20, 2016

@cjkent cjkent removed the Status:InReview label Dec 20, 2016

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