Fix final stub handling #2350
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Fix final stub handling #2350
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A swap is allowed to have only one period and that period can be a stub When defined as an initial stub, the stub information was picked up When defined as a final stub, the stub information was ignored Change this to correctly pickup any final stub info such as an interpolated Ibor rate
beajeanm
approved these changes
Aug 27, 2021
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A swap is allowed to have only one period and that period can be a stub.
When defined as an initial stub, the stub information was picked up.
When defined as a final stub, the stub information was ignored.
Change this to correctly pickup any final stub info such as an interpolated Ibor rate.