Align YOY helper start date logic with ZC#19
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francisduffy wants to merge 1 commit intoOpenSourceRisk:masterfrom
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Align YOY helper start date logic with ZC#19francisduffy wants to merge 1 commit intoOpenSourceRisk:masterfrom
francisduffy wants to merge 1 commit intoOpenSourceRisk:masterfrom
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Update the logic in the YearOnYearInflationSwapHelper around the start date to align with the ZeroCouponInflationSwapHelper. If an explicit start date is provided and it is not the default Date(), set updateDates_ to false in RelativeDateBootstrapHelper.
francisduffy
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Closed because the changes proposed were made a separate recent merge: |
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Update the logic in the
YearOnYearInflationSwapHelperaround the start date to align with theZeroCouponInflationSwapHelper. If an explicit start date is provided and it is not the defaultDate(), setupdateDates_tofalseinRelativeDateBootstrapHelper.This is related to the pull request OpenSourceRisk/Engine#326.