This commit is contained in:
Richard Green 2016-06-14 11:57:55 +01:00
parent 2ce0dce0aa
commit 3ab3955213

@ -671,7 +671,7 @@ class InterestRateSwap() : Contract {
// Create a schedule for the fixed payments
for (periodEndDate in dates) {
val paymentDate = BusinessCalendar.getOffsetDate(periodEndDate, Frequency.Daily, fixedLeg.paymentDelay) // + fixedLeg.paymentDelay
val paymentDate = BusinessCalendar.getOffsetDate(periodEndDate, Frequency.Daily, fixedLeg.paymentDelay)
val paymentEvent = FixedRatePaymentEvent(
paymentDate,
periodStartDate,
@ -696,7 +696,7 @@ class InterestRateSwap() : Contract {
// Now create a schedule for the floating and fixes.
for (periodEndDate in dates) {
val paymentDate = BusinessCalendar.getOffsetDate(periodEndDate, Frequency.Daily, floatingLeg.paymentDelay) // + fixedLeg.paymentDelay
val paymentDate = BusinessCalendar.getOffsetDate(periodEndDate, Frequency.Daily, floatingLeg.paymentDelay)
val paymentEvent = FloatingRatePaymentEvent(
paymentDate,
periodStartDate,