Single stub period #1615
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Single stub period #1615
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Existing isTerm() method redefined to refer to term frequency Additional isSinglePeriod() defined to count the number of periods Methods getInitialStub(), getRegularPeriods(), getFinalStub() defined to allocate a period to one and only one of the methods
jodastephen
approved these changes
Nov 24, 2017
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Handling for a single period swap with initial stub, where
Schedulehas a single stub period.isTerm()only returns true when frequency isTermgetInitialStub()returns a single period if it is a stubgetInitialStub(),getRegularPeriods()andgetFinalStub()form a set, with each period being in one of the three methods