Bond irregular dates #2694
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Bond irregular dates #2694
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Bumps [org.junit:junit-bom](https://github.com/junit-team/junit5) from 5.10.2 to 5.11.2. - [Release notes](https://github.com/junit-team/junit5/releases) - [Commits](junit-team/junit5@r5.10.2...r5.11.2) --- updated-dependencies: - dependency-name: org.junit:junit-bom dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <[email protected]> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
* overnight cap product * tests * javadoc * line * clean * white spaces * failing test for accrual
* PROD-42681: Adding Inauguration Day to MXMC * PROD-42681: Adding Inauguration Day to MXMC
* Overnight CapFloor CSV plugin * copyright * variable names --------- Co-authored-by: Alexis Skitini <[email protected]>
* overnight cap product * tests * javadoc * line * clean * white spaces * pricers * failing test for accrual * pricers * test * spaces * addressed review comments * error message
* Adding Inauguration Day to MXMC * Adding Inauguration Day to MXMC * Adding Inauguration Day to MXMC
Co-authored-by: Michael Rollins <[email protected]>
* Adding Overnight-Overnight swap conventions * Cleanup + Add Tests * PR cleanup * Finish PR feedback * Fix tests * Make constant public to fix ini loading --------- Co-authored-by: Brian Weller <[email protected]>
* Holiday for President Jimmy Carter * Only appears to apply to NYSE * https://www.sifma.org/resources/unscheduled-close-market-matrix/ * Fixes #2691
Bumps [com.google.guava:guava](https://github.com/google/guava) from 32.1.3-jre to 33.4.0-jre. - [Release notes](https://github.com/google/guava/releases) - [Commits](https://github.com/google/guava/commits) --- updated-dependencies: - dependency-name: com.google.guava:guava dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] <[email protected]> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: mergify[bot] <37929162+mergify[bot]@users.noreply.github.com>
Bumps [org.junit:junit-bom](https://github.com/junit-team/junit5) from 5.11.2 to 5.11.4. - [Release notes](https://github.com/junit-team/junit5/releases) - [Commits](junit-team/junit5@r5.11.2...r5.11.4) --- updated-dependencies: - dependency-name: org.junit:junit-bom dependency-type: direct:production update-type: version-update:semver-patch ... Signed-off-by: dependabot[bot] <[email protected]> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: mergify[bot] <37929162+mergify[bot]@users.noreply.github.com>
Bumps [org.assertj:assertj-core](https://github.com/assertj/assertj) from 3.25.3 to 3.27.0. - [Release notes](https://github.com/assertj/assertj/releases) - [Commits](assertj/assertj@assertj-build-3.25.3...assertj-build-3.27.0) --- updated-dependencies: - dependency-name: org.assertj:assertj-core dependency-type: direct:production update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <[email protected]> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: mergify[bot] <37929162+mergify[bot]@users.noreply.github.com>
* Provide default value for new property * Adjust code to pull out events per year
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The year 2025 starts very nicely. Thank you for reviewing my modifications. |
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Updated code from #2655. Applies a fix to
dirtyPriceFromYieldStandardforFixedCouponBond.The main change is the use of
Math.pow(factorOnPeriod, yearFraction * eventsPerYear)instead offactorOnPeriodwhen the period is not regular.