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Single stub period #1615

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merged 2 commits into from Nov 24, 2017

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yukiiwashita commented Nov 23, 2017

Handling for a single period swap with initial stub, where Schedule has a single stub period.

  • isTerm() only returns true when frequency is Term
  • 'isSinglePeriod()` returns true if there is one period
  • getInitialStub() returns a single period if it is a stub
  • getInitialStub(), getRegularPeriods() and getFinalStub() form a set, with each period being in one of the three methods
Add single stub period logic
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 jodastephen added this to the v1.6 milestone Nov 24, 2017

@jodastephen jodastephen merged commit 1fb76c4 into master Nov 24, 2017

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@jodastephen jodastephen deleted the topic/single-stub-period branch Nov 24, 2017

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