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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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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

Parse leg-specific variable elements from CSV
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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