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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
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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

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
@jodastephen jodastephen deleted the topic/mxn_adjustment_fix branch June 22, 2017 10:37
jodastephen pushed a commit that referenced this pull request Jun 26, 2017
…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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3 participants