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Swap Calculation Function to support custom logic when resolving a swap trade #1544

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@brianweller89 brianweller89 commented Aug 10, 2017

Allows client to inject more complicated logic for converting SwapTrade to ResolvedSwapTrade.

Default behaviour is unchanged.

This is initially required for JSCC XCCY calculations; where the resolved swap is modified before any calculations are performed
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@brianweller89 brianweller89 commented Aug 21, 2017

No longer required

@brianweller89 brianweller89 deleted the topic/custom_swap_resolve branch Aug 21, 2017
@jodastephen jodastephen added this to the v1.4 milestone Sep 18, 2017
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3 participants