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Allow double stub with no regular periods #1873

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merged 2 commits into from Jan 22, 2019

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jodastephen commented Jan 18, 2019

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

@jodastephen jodastephen requested a review from cjkent Jan 18, 2019

@jodastephen jodastephen force-pushed the topic/double-stub branch from f5dc3e1 to 7cbc812 Jan 18, 2019

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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);
}

jodastephen added some commits Jan 18, 2019

Allow double stub with no regular periods
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

@jodastephen jodastephen force-pushed the topic/double-stub branch from 7cbc812 to 7a59f26 Jan 21, 2019

@cjkent

cjkent approved these changes Jan 22, 2019

@cjkent cjkent merged commit 914c219 into master Jan 22, 2019

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license/snyk - pom.xml (OpenGamma) No new issues
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security/snyk - examples/pom.xml (OpenGamma) No new issues
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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/product/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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@cjkent cjkent deleted the topic/double-stub branch Jan 22, 2019

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

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