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Use valid tenors for FloatingRateName when computing fixing days offset. #1523

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merged 1 commit into from Jun 22, 2017

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brianweller89 commented Jun 22, 2017

Previously using "3M" which is not applicable for MXN and hence caused exception to be thrown.

toIborIndexFixingOffset() can now be called on any ibor instance of FloatingRateName

Use valid tenors for FloatingRateName when computing fixing days offset.
Previously using 3M which is no applicable for MXN and hence caused exceptions

toIborIndexFixingOffset() can now be called on any ibor instance of FloatingRateName

@jodastephen jodastephen merged commit 65af2fc into master Jun 22, 2017

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@jodastephen jodastephen deleted the topic/mxn_adjustment_fix branch Jun 22, 2017

jodastephen added a commit that referenced this pull request Jun 26, 2017

Use valid tenors for FloatingRateName when computing fixing days offs…
…et. (#1523)

Previously using 3M which is no applicable for MXN and hence caused exceptions

toIborIndexFixingOffset() can now be called on any ibor instance of FloatingRateName

@jodastephen jodastephen modified the milestone: v1.4 Jul 31, 2017

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