This commit is contained in:
Richard Green
2016-06-14 11:28:58 +01:00
parent 86203709c0
commit 2ce0dce0aa
2 changed files with 15 additions and 17 deletions

View File

@ -673,7 +673,6 @@ class InterestRateSwap() : Contract {
for (periodEndDate in dates) {
val paymentDate = BusinessCalendar.getOffsetDate(periodEndDate, Frequency.Daily, fixedLeg.paymentDelay) // + fixedLeg.paymentDelay
val paymentEvent = FixedRatePaymentEvent(
// TODO: We are assuming the payment date is the end date of the accrual period.
paymentDate,
periodStartDate,
periodEndDate,