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Brl conventions #1828

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merged 36 commits into from Nov 9, 2018

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r-weeks commented Oct 17, 2018

Brl Conventions.
Separate branch.

r-weeks added some commits Oct 17, 2018

Rebase back to just conventions for a code review purpose. Some clean…
… up and I've now put in a fixed rate accrual method.

@r-weeks r-weeks requested a review from jodastephen Oct 17, 2018

r-weeks added some commits Oct 18, 2018

New doc and names accrual methods. I think it's best to remove the en…
…um due to the conflict of terminology between rates and simple rates.
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jodastephen left a comment

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.

r-weeks added some commits Oct 25, 2018

jodastephen added some commits Nov 2, 2018

Brazilian swap changes
Basic style fixes
Brazilian swap changes
Minor updates to docs, code layout etc.
Brazilian swap changes
Additional smaller fixes
Cache simple fixed rate
FutureValueNotional parameter types
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Remaining items are naming issues in FixedNotionalAccrualMethod, FIxedRateCalculation, FutureValueNotional, FixedRateSwapLegConvention

r-weeks and others added some commits Nov 9, 2018

@jodastephen jodastephen merged commit 9aa6184 into master Nov 9, 2018

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security/snyk - modules/basics/pom.xml (OpenGamma) No new issues
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security/snyk - modules/calc/pom.xml (OpenGamma) No new issues
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security/snyk - modules/collect/pom.xml (OpenGamma) No new issues
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security/snyk - modules/data/pom.xml (OpenGamma) No new issues
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security/snyk - modules/loader/pom.xml (OpenGamma) No new issues
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security/snyk - modules/market/pom.xml (OpenGamma) No new issues
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security/snyk - modules/math/pom.xml (OpenGamma) No new issues
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security/snyk - modules/measure/pom.xml (OpenGamma) No new issues
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security/snyk - modules/pom.xml (OpenGamma) No new issues
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security/snyk - modules/pricer/pom.xml (OpenGamma) No new issues
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security/snyk - modules/report/pom.xml (OpenGamma) No new issues
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security/snyk - pom.xml (OpenGamma) No new issues
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@jodastephen jodastephen deleted the brl_conventions branch Nov 9, 2018

@jodastephen jodastephen added this to the v2.2 milestone Jan 28, 2019

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