[codex] Expose end-of-month scheduling on IborSwap - #240
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gyx09212214-prog wants to merge 2 commits into
Open
[codex] Expose end-of-month scheduling on IborSwap#240gyx09212214-prog wants to merge 2 commits into
gyx09212214-prog wants to merge 2 commits into
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Thanks. I agree this is a useful feature and exposing end_of_month on IborSwap seems consistent with the existing schedule machinery. Before merging, I’d like to check the hidden Unicode warning and possibly add one or two more tests around non-EOM effective dates and floating-leg schedules. |
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Summary
This keeps the existing default behavior unchanged while giving users a direct way to request EOM-aligned swap schedules when bootstrapping curves from month-end effective dates.
Closes #222.
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