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Apply reset periods to IRS #2675

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Apply reset periods to IRS #2675

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Commits on Oct 13, 2024

  1. Apply reset periods to IRS 

    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
    sl40168 committed Oct 13, 2024
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Commits on Oct 14, 2024

  1. Format code style 

    Format code style
    @sl40168
    sl40168 committed Oct 14, 2024
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  2. Generate joda bean 

    Generate joda bean
    @sl40168
    sl40168 committed Oct 14, 2024
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  3. Merge branch 'OpenGamma:main' into Apply_reset_periods_to_IRS

    @sl40168
    sl40168 authored Oct 14, 2024
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  4. Fix check style issue 

    Fix check style issue
    @sl40168
    sl40168 committed Oct 14, 2024
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  5. Merge branch 'Apply_reset_periods_to_IRS' of https://github.com/sl401… 

    …68/Strata into Apply_reset_periods_to_IRS
    @sl40168
    sl40168 committed Oct 14, 2024
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Commits on Nov 9, 2024

  1. Build Cfets Rate Calculation 

    Build Cfets Rate Calculation
    @sl40168
    sl40168 committed Nov 9, 2024
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  2. Add Cfets Compounding Rate ComputationFn 

    Add Cfets Compounding Rate ComputationFn
    @sl40168
    sl40168 committed Nov 9, 2024
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  3. Fix check style 

    Fix check style
    @sl40168
    sl40168 committed Nov 9, 2024
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  4. Fix check style 

    Fix check style
    @sl40168
    sl40168 committed Nov 9, 2024
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  5. Merge branch 'OpenGamma:main' into Apply_reset_periods_to_IRS

    @sl40168
    sl40168 authored Nov 9, 2024
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  6. regenerate joda beans 

    regenerate joda beans
    @sl40168
    sl40168 committed Nov 9, 2024
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  7. regenerate joda beans 

    regenerate joda beans
    @sl40168
    sl40168 committed Nov 9, 2024
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  8. Fix check style 

    Fix check style
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    sl40168 committed Nov 9, 2024
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  9. Fix joda beans generate issue 

    Fix joda beans generate issue
    @sl40168
    sl40168 committed Nov 9, 2024
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