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More lenient schedule generation #1925

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merged 1 commit into from Mar 21, 2019

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commented Mar 21, 2019

If the roll convention is EOM
and there is no explicit final stub
and the start date is at the end-of-month
then the end date is valid if it equals the start date day-of-month

This handles 2019-02-28 to 2024-02-28 (normally 2024-02-29)
and 2018-04-30 to 2018-10-30 (normally 2018-10-31)

More lenient schedule generation
If the roll convention is EOM
and there is no explicit final stub
and the start date is at the end-of-month
then the end date is valid if it equals the start date day-of-month

This handles 2019-02-28 to 2024-02-28 (normally 2024-02-29)
and 2018-04-30 to 2018-10-30 (normally 2018-10-31)

@jodastephen jodastephen requested a review from cjkent Mar 21, 2019

@cjkent

cjkent approved these changes Mar 21, 2019

@cjkent cjkent merged commit 749e6a0 into master Mar 21, 2019

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security/snyk - examples/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/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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workflow Workflow: workflow
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@delete-merged-branch delete-merged-branch bot deleted the topic/lenient-schedule branch Mar 21, 2019

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

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