Repository navigation
Fixes spot dates that came out too late in 688 of 10,956 cases. Each currency now counts its own business days, USD needs only one clear day, and the USD rule for crosses was inverted. Also fixes the end-end rule (it now keys on the last business day), stops cross dates landing on USD holidays, and fixes spotLag for reversed T+1 pairs. Adds the MXN/CLP/ARS rule. Verified against ObjectLab Kit.
npm: fx-value-date@1.1.0
Full findings and evidence: #1