Swap Calculation Function to support custom logic when resolving a swap trade - #1544
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brianweller89 wants to merge 4 commits into
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Swap Calculation Function to support custom logic when resolving a swap trade#1544brianweller89 wants to merge 4 commits into
brianweller89 wants to merge 4 commits into
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This is initially required for JSCC XCCY calculations; where the resolved swap is modified before any calculations are performed
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Allows client to inject more complicated logic for converting SwapTrade to ResolvedSwapTrade.
Default behaviour is unchanged.