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

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brianweller89 commented Aug 10, 2017

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

Default behaviour is unchanged.

brianweller89 added some commits Aug 8, 2017

Support custom swap trade resolve.
This is initially required for JSCC XCCY calculations; where the resolved swap is modified before any calculations are performed
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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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