Enhance handling of FX indices #1536
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Allow fixing offset to be obtained from index Use it where appropriate
brianweller89
approved these changes
Jul 28, 2017
| * <p> | ||
| * The fixing date is the date on which the index is to be observed. | ||
| * The maturity date is the date on which the implied amount is delivered/exchanged. | ||
| * The maturity date is typically two days after the fixing date. |
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Would say "two business days" after for completeness
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Allow fixing offset to be obtained from index
Use it as a default where appropriate