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…ear option into 5 year swap. Modified documentation regarding new startDate and maturity inputs required for bermudan function call. Modified discountcurve by merging the floating and fixed paramters into a single list "legparams".
…ith a default to 1 year swaption expiration tenor from trade date and 5 year maturity from start date using US calendar. Warning message is provided.
eddelbuettel
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Mar 26, 2016
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Manual post-processing of #34. Hopefully we can do a little better next time...