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Support more cash settlement methods from FpML #1921

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merged 1 commit into from Mar 19, 2019

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commented Mar 19, 2019

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

Support more cash settlement methods from FpML
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
@marc-henrard
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Good for me

@marc-henrard marc-henrard merged commit b7e2d85 into master Mar 19, 2019

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@delete-merged-branch delete-merged-branch bot deleted the topic/fpml-swaption branch Mar 19, 2019

@jodastephen jodastephen added this to the v2.3 milestone Apr 24, 2019

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