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MakeOIS should have withFixedLegTerminationDateConvention the same as MakeVanillaSwap #1875

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kismsu opened this issue Jan 2, 2024 · 2 comments · Fixed by #1890
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@kismsu
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kismsu commented Jan 2, 2024

We've noticed that MakeOIS creates fixedSchedule with both convention and terminationDateConvention set the same. This make it impossible to create a swap with termination date landing on a holiday without adjusting. I think this class should handle it the same way as MakeVanillaSwap

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boring-cyborg bot commented Jan 2, 2024

Thanks for posting! It might take a while before we look at your issue, so don't worry if there seems to be no feedback. We'll get to it.

@lballabio
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This will be fixed by #1890.

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