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Brl conventions #1828

Merged
merged 36 commits into from
Nov 9, 2018
Merged

Brl conventions #1828

merged 36 commits into from
Nov 9, 2018

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r-weeks
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@r-weeks r-weeks commented Oct 17, 2018

Brl Conventions.
Separate branch.

@r-weeks
New doc and names accrual methods. I think it's best to remove the en…
f3f0f11 
…um due to the conflict of terminology between rates and simple rates.
@r-weeks
Checkstyle
7de5b87
jodastephen
jodastephen requested changes Oct 18, 2018
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Generally fine. This PR needs to wait until there is a decision on naming. And then it should be merged to a long running branch so all things Brazilian go in together.

...t/src/main/java/com/opengamma/strata/product/rate/BrlCompoundedOvernightRateComputation.java Outdated Show resolved Hide resolved
...t/src/main/java/com/opengamma/strata/product/rate/BrlCompoundedOvernightRateComputation.java Outdated Show resolved Hide resolved
...t/src/main/java/com/opengamma/strata/product/rate/BrlCompoundedOvernightRateComputation.java Outdated Show resolved Hide resolved
modules/product/src/main/java/com/opengamma/strata/product/swap/FixedAccrualMethod.java Outdated Show resolved Hide resolved
modules/product/src/main/java/com/opengamma/strata/product/swap/FixedAccrualMethod.java Outdated Show resolved Hide resolved
modules/product/src/main/java/com/opengamma/strata/product/swap/FixedRateCalculation.java Show resolved Hide resolved
modules/product/src/main/java/com/opengamma/strata/product/swap/FixedRateCalculation.java Outdated Show resolved Hide resolved
modules/product/src/main/java/com/opengamma/strata/product/swap/OvernightRateCalculation.java Outdated Show resolved Hide resolved
...c/test/java/com/opengamma/strata/product/rate/BRLCompoundedOvernightRateComputationTest.java Outdated Show resolved Hide resolved
@r-weeks
Code review changes and new naming convention.
d72944a
@r-weeks
Minor check style and space at end of class
70bec67
@r-weeks
Fix test
396881e
@r-weeks
Much better name. Takes into account the daily compounding.
a169810
@r-weeks
Refactor to allow Future Value notional.
09f331f
@r-weeks
Tests for future value notional and auto method
00ee503
@r-weeks
More tests.
112ef39 
New constuctors for FVN.
@r-weeks
checkstyle
89bb2b4
@r-weeks
joda beans reinitialised
4b3ce85
@r-weeks
Discussions with Mark suggest the following name convention.
199db5b
@r-weeks
Name consistency.
0926644
@r-weeks
lets put fvn in fixed raste calculation
70726d1
@r-weeks
got the new computation in place for the fixed side
519be8b
@r-weeks
modified fixed rate calculation test
09449e4
@r-weeks
Checkstyles and more tests.
b905dc0
@r-weeks
test for new computation
3bbecb6
@r-weeks
regenerate joda beans
a22002b
@r-weeks
Fixed rate swap convention now accepts a future value notional
6ddba3c
@r-weeks
Test for Fixed rate swap convention now accepts a future value notional
40d4ec4
@r-weeks
checkstyle
9b70b25
@r-weeks
Merge with master
4bd7010
@r-weeks
Update test
b33a703
jodastephen
jodastephen requested changes Nov 2, 2018
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...uct/src/test/java/com/opengamma/strata/product/swap/type/FixedRateSwapLegConventionTest.java Outdated Show resolved Hide resolved
modules/product/src/test/java/com/opengamma/strata/product/swap/NotionalScheduleTest.java Outdated Show resolved Hide resolved
modules/product/src/test/java/com/opengamma/strata/product/swap/NotionalScheduleTest.java Outdated Show resolved Hide resolved
modules/product/src/test/java/com/opengamma/strata/product/swap/FutureValueNotionalTest.java Outdated Show resolved Hide resolved
.../product/src/test/java/com/opengamma/strata/product/swap/FixedNotionalAccrualMethodTest.java Show resolved Hide resolved
modules/product/src/main/java/com/opengamma/strata/product/swap/FutureValueNotional.java Outdated Show resolved Hide resolved
modules/product/src/main/java/com/opengamma/strata/product/swap/FutureValueNotional.java Outdated Show resolved Hide resolved
modules/product/src/main/java/com/opengamma/strata/product/swap/FixedNotionalAccrualMethod.java Outdated Show resolved Hide resolved
...product/src/main/java/com/opengamma/strata/product/swap/type/FixedRateSwapLegConvention.java Outdated Show resolved Hide resolved
modules/product/src/main/java/com/opengamma/strata/product/swap/FutureValueNotional.java Outdated Show resolved Hide resolved
@jodastephen
Brazilian swap changes
4dc7258 
Basic style fixes
@jodastephen
Brazilian swap changes
e2131c3 
Minor updates to docs, code layout etc.
@jodastephen
Brazilian swap changes
cf79bcd 
Additional smaller fixes
Cache simple fixed rate
FutureValueNotional parameter types
jodastephen
jodastephen requested changes Nov 2, 2018
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Remaining items are naming issues in FixedNotionalAccrualMethod, FIxedRateCalculation, FutureValueNotional, FixedRateSwapLegConvention

modules/product/src/main/java/com/opengamma/strata/product/swap/FutureValueNotional.java Outdated Show resolved Hide resolved
@jodastephen jodastephen merged commit 9aa6184 into master Nov 9, 2018
@jodastephen jodastephen deleted the brl_conventions branch November 9, 2018 18:14
@jodastephen jodastephen added this to the v2.2 milestone Jan 28, 2019
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