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
This commit is contained in:
Richard Green
2016-06-15 11:42:21 +01:00
parent 3e82ee45f2
commit 6b80530ac6
5 changed files with 15 additions and 27 deletions

View File

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