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Parse leg-specific variable elements from CSV #1951

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merged 1 commit into from Apr 18, 2019
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@jodastephen jodastephen commented Apr 18, 2019

Variable notional, fixed rate and known amount can differ on each leg
Also, ensure that stub convention is set to SmartInitial if missing

Variable notional, fixed rate and known amount can differ on each leg
Also, ensure that stub convention is set to SmartInitial if missing
@jodastephen jodastephen merged commit 55c9afd into master Apr 18, 2019
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@delete-merged-branch delete-merged-branch bot deleted the topic/swap-csv-parse branch Apr 18, 2019
@jodastephen jodastephen added this to the v2.3 milestone Apr 24, 2019
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