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Support more cash settlement methods from FpML #1921

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Merged
merged 1 commit into from
Mar 19, 2019

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jodastephen
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FpML parsing is extended to support two more cash settlement methods
cashPriceMethod is merged with cashPriceAlternateMethod
collateralizedCashPriceMethod is connected to new code in Strata
Fix spelling of parYieldCurveAdjustedMethod
Fixes #1903

FpML parsing is extended to support two more cash settlement methods
`cashPriceMethod` is merged with `cashPriceAlternateMethod`
`collateralizedCashPriceMethod` is connected to new code in Strata
Fix spelling of `parYieldCurveAdjustedMethod`
Fixes #1903
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@marc-henrard marc-henrard left a comment

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Good for me

@marc-henrard marc-henrard merged commit b7e2d85 into master Mar 19, 2019
@delete-merged-branch delete-merged-branch bot deleted the topic/fpml-swaption branch March 19, 2019 10:59
@jodastephen jodastephen added this to the v2.3 milestone Apr 24, 2019
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Add Collateralized Cash Price to FPML parser
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