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Changed DateOffset to be an integer instead of enum. Usages and examples also changed. Also renamed to fixingPeriodOffset
Renamed fixingPeriod -> fixingPeriodOffset in the .json files
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@ -233,17 +233,6 @@ enum class PaymentRule {
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InAdvance, InArrears,
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}
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/**
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* Date offset that the fixing is done prior to the accrual start date.
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* Currently not used in the calculation.
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*/
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enum class DateOffset {
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// TODO: Definitely shouldn't be an enum, but let's leave it for now at T-2 is a convention.
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ZERO,
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TWODAYS,
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}
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/**
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* Frequency at which an event occurs - the enumerator also casts to an integer specifying the number of times per year
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* that would divide into (eg annually = 1, semiannual = 2, monthly = 12 etc).
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