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Enable FpML parsing of FutureValueNotional #1878

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merged 1 commit into from Jan 25, 2019
Merged

Enable FpML parsing of FutureValueNotional #1878

merged 1 commit into from Jan 25, 2019

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@jodastephen
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@jodastephen jodastephen commented Jan 25, 2019

This is complete in itself, but to really support Brazilian swaps there needs to be support for the non-delivered aspect in the object model and pricer.

@brianweller89 brianweller89 merged commit 208f3db into master Jan 25, 2019
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@jodastephen jodastephen deleted the topic/fpml-fvn branch Jan 28, 2019
@jodastephen jodastephen added this to the v2.2 milestone Jan 28, 2019
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