Overnight CapFloor CSV plugin #2679
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
skitini
requested review from
a team,
yukiiwashita,
Neelesh99,
hsaleem06 and
James-OpenGamma
and removed request for
a team
yukiiwashita
requested changes
Oct 16, 2024
| * @return the parsed trade | ||
| */ | ||
| static OvernightInArrearsCapFloorTrade parseCapFloor(CsvRow row, TradeInfo info, TradeCsvInfoResolver resolver) { | ||
| OvernightInArrearsCapFloorTrade iborCapFloorTrade = parseRow(row, info); |
There was a problem hiding this comment.
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); |
There was a problem hiding this comment.
This should be overnight index
yukiiwashita
approved these changes
Oct 16, 2024
sagiruthvik
pushed a commit
to SolumXplain/solum-xplain-opengamma-strata
that referenced
this pull request
Nov 13, 2024
* Overnight CapFloor CSV plugin * copyright * variable names --------- Co-authored-by: Alexis Skitini <[email protected]>
jodastephen
pushed a commit
that referenced
this pull request
Jan 5, 2025
* Overnight CapFloor CSV plugin * copyright * variable names --------- Co-authored-by: Alexis Skitini <[email protected]>
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
No description provided.