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apply the paymentLag and paymentCalendar to the fixed leg #1812

Merged
merged 1 commit into from
Oct 17, 2023
Merged

apply the paymentLag and paymentCalendar to the fixed leg #1812

merged 1 commit into from
Oct 17, 2023

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thrasibule
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Since the big refactor #1789 which made OvernightIndexedSwap derive from FixedVsFloatingSwap, the payment lag and payment calendar were not applied to the fixed leg.

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Coverage Status

coverage: 71.904%. remained the same when pulling ebef375 on thrasibule:OIS_fixup into 82f71c2 on lballabio:master.

@lballabio lballabio added this to the Release 1.32 milestone Oct 17, 2023
@lballabio lballabio merged commit 6c22cad into lballabio:master Oct 17, 2023
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