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Brl conventions #1828

merged 36 commits into from Nov 9, 2018

Brl conventions #1828

merged 36 commits into from Nov 9, 2018


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

Brl Conventions.
Separate branch.

@r-weeks r-weeks requested a review from jodastephen Oct 17, 2018
r-weeks added 2 commits Oct 18, 2018
…um due to the conflict of terminology between rates and simple rates.
jodastephen added 3 commits Nov 2, 2018
Basic style fixes
Minor updates to docs, code layout etc.
Additional smaller fixes
Cache simple fixed rate
FutureValueNotional parameter types
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@jodastephen jodastephen left a comment

Remaining items are naming issues in FixedNotionalAccrualMethod, FIxedRateCalculation, FutureValueNotional, FixedRateSwapLegConvention

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