Overnight CapFloor CSV plugin #2679
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skitini
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a team,
James-OpenGamma,
Neelesh99,
hsaleem06 and
yukiiwashita
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yukiiwashita
requested changes
Oct 16, 2024
| * @return the parsed trade | ||
| */ | ||
| static OvernightInArrearsCapFloorTrade parseCapFloor(CsvRow row, TradeInfo info, TradeCsvInfoResolver resolver) { | ||
| OvernightInArrearsCapFloorTrade iborCapFloorTrade = parseRow(row, info); |
Contributor
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Need to update the name, iborCapFloorTrade?
| Currency currency = row.getValue(CURRENCY_FIELD, LoaderUtils::parseCurrency); | ||
| ValueSchedule strike = ValueSchedule.of(row.getValue(STRIKE_FIELD, LoaderUtils::parseDoublePercent)); | ||
| double notional = row.getValue(NOTIONAL_FIELD, LoaderUtils::parseDouble); | ||
| OvernightIndex iborIndex = parseOvernightIndex(row); |
Contributor
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This should be overnight index
yukiiwashita
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Oct 16, 2024
sagiruthvik
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Nov 13, 2024
* Overnight CapFloor CSV plugin * copyright * variable names --------- Co-authored-by: Alexis Skitini <skitini@users.noreply.github.com>
jodastephen
pushed a commit
that referenced
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Jan 5, 2025
* Overnight CapFloor CSV plugin * copyright * variable names --------- Co-authored-by: Alexis Skitini <skitini@users.noreply.github.com>
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