Use valid tenors for FloatingRateName when computing fixing days offset.#1523
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jodastephen merged 1 commit intomasterfrom Jun 22, 2017
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Use valid tenors for FloatingRateName when computing fixing days offset.#1523jodastephen merged 1 commit intomasterfrom
jodastephen merged 1 commit intomasterfrom
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Previously using 3M which is no applicable for MXN and hence caused exceptions toIborIndexFixingOffset() can now be called on any ibor instance of FloatingRateName
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…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
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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