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Allow double stub with no regular periods #1873

Merged
merged 2 commits into from
Jan 22, 2019
Merged

Allow double stub with no regular periods #1873

merged 2 commits into from
Jan 22, 2019

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jodastephen
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Edge case where the first regular and last regular date are the same
Although odd, there doesn't seem to be a strong case to disallow this

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As per https://forums.opengamma.com/t/stubconvention-required-for-smart-front-short-final-stub/858/4 I don't think this fully fixes the issue, it may be necessary to change line 686 to

if (!start.isEqual(end)) {
    dates.add(start);
}

Edge case where the first regular and last regular date are the same
Although odd there doesn't seem to be a strong case to disallow this
@cjkent cjkent merged commit 914c219 into master Jan 22, 2019
@cjkent cjkent deleted the topic/double-stub branch January 22, 2019 14:58
@jodastephen jodastephen added this to the v2.2 milestone Jan 28, 2019
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3 participants