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Enhance CSV parsing #1947

Merged
merged 1 commit into from Apr 16, 2019
Merged

Enhance CSV parsing #1947

merged 1 commit into from Apr 16, 2019

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@jodastephen jodastephen commented Apr 16, 2019

Handle more features of the swap/FRA trade model, including

  • known amount swaps
  • alternate currency fixed stubs
  • future value notional
  • FX reset initial notional
  • first regular rate
  • FRA discounting
Handle more features of the swap/FRA trade model, including
- known amount swaps
- alternate currency fixed stubs
- future value notional
- FX reset initial notional
- first regular rate
- FRA discounting
@wjnicholson wjnicholson merged commit 05a559b into master Apr 16, 2019
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@delete-merged-branch delete-merged-branch bot deleted the topic/csv-enhance branch Apr 16, 2019
@jodastephen jodastephen added this to the v2.3 milestone Apr 24, 2019
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