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Don't set roll convention when creating accrual periods for CNY indices with 1W reset frequency. #2249

Merged
merged 3 commits into from Nov 4, 2020
Merged

Don't set roll convention when creating accrual periods for CNY indices with 1W reset frequency. #2249

merged 3 commits into from Nov 4, 2020

Commits on Nov 3, 2020

  1. Don't set roll convention when creating accrual periods for CNY/1W in… 

    …dices.
    @daminuk
    daminuk committed Nov 3, 2020
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Commits on Nov 4, 2020

  1. PR comments.

    @daminuk
    daminuk committed Nov 4, 2020
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  2. Merge branch 'master' into topic/cny-1w

    @daminuk
    daminuk committed Nov 4, 2020
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