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Default day count from index #1553

Merged
merged 4 commits into from
Sep 18, 2017
Merged

Default day count from index #1553

merged 4 commits into from
Sep 18, 2017

Commits on Sep 15, 2017

  1. Default day count from index 

    Use additional `FloatingRateIndex` logic to default day count
    @jodastephen
    jodastephen committed Sep 15, 2017
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  2. Fix issues from PR

    @jodastephen
    jodastephen committed Sep 15, 2017
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  3. Add test for default fixed leg day count

    @jodastephen
    jodastephen committed Sep 15, 2017
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Commits on Sep 18, 2017

  1. Fix test

    @jodastephen
    jodastephen committed Sep 18, 2017
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