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Apply reset periods to IRS #2675

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@sl40168 sl40168 commented Oct 13, 2024

When I tried to implement IRS binding to CNY_REPO_1W, whose payment and accrual cycle is 3M but Fixing Rate reset cycle is 1W, I found the resetPeriods was missed in the Swap product. Thus, the Floating leg is failed to be resolved.

sl40168 and others added 15 commits October 13, 2024 21:30
When I tried to implement IRS binding to CNY_REPO_1W, whose payment and accrual cycle is 3M but Fixing Rate reset cycle is 1W, I found the resetPeriods was missed in the Swap product. Thus, the Floating leg is failed to be resolved.
Format code style
Generate joda bean
Fix check style issue
Build Cfets Rate Calculation
Add Cfets Compounding Rate ComputationFn
Fix check style
Fix check style
regenerate joda beans
regenerate joda beans
Fix check style
Fix joda beans generate issue
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