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FpML reset dates optional when parsing floating leg. #1585

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merged 1 commit into from Oct 25, 2017

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brianweller89 commented Oct 25, 2017

All fields consumed from reset dates can be defaulted in Strata trade model, so reset dates does not need to be mandatory.

Also make "pay relative to" optional for swap ibor legs.

FpML reset dates optional when parsing floating leg.
All fields consumed from reset dates are defaulted in Strata trade model, so reset dates does not need to be mandatory.

Also make "pay relative to" optional for swap ibor legs.

@jodastephen jodastephen merged commit 84e31ee into master Oct 25, 2017

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@jodastephen jodastephen deleted the topic/optional_reset_dates branch Oct 25, 2017

@jodastephen jodastephen added this to the v1.5 milestone Oct 26, 2017

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