Join GitHub today
GitHub is home to over 28 million developers working together to host and review code, manage projects, and build software together.Sign up
Parse variable notional/rates #1572
There are lots of variable elements in Strata swaps, but the most crucial are notionals and fixed rates. While in theory these could be different on each leg, in most cases they are not. Thus, this PR concentrates on the standard variable cases - notional and fixed rate affecting all legs equally.