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

@ -45,7 +45,7 @@
"paymentDelay": 0,
"paymentCalendar": [ "London" ],
"interestPeriodAdjustment": "Adjusted",
"fixingPeriod": "TWODAYS",
"fixingPeriodOffset": 2,
"resetRule": "InAdvance",
"fixingsPerPayment": "Quarterly",
"fixingCalendar": [ "NewYork" ],