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01_01_2018.txt
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Features:
- Fixed FP To Float FP (1)
- Fixed F To Float F (2)
- Fixed F To Float P (3)
- Fixed P To Float F (4)
- Fixed P To Float P (5, 6)
- Floater Bond Stream Construction - FP (8)
- Floater Bond Stream Construction - F (9)
- Floater Bond Stream Construction - P (10)
- Fixed Bond Stream Construction - FP (11, 12, 13)
- Fixed Bond Stream Construction - F (14)
- Fixed Bond Stream Construction - P (15)
- Latent Swap Rate Label - Shell (16, 17, 18)
- Swap Rate Label - Contained Forward (19)
- Swap Rate Label - Constructor Annotation (20, 21, 22)
- Swap Rate Label - Interface Implementation (23, 24)
- Swap -> Fix/Float Rate Label (25, 26)
- OTC Fix Float Fixings #1 (27, 28)
- OTC Fix Float Fixings #2 (29, 30)
- OTC LSFC Swap Fixings Availability (31)
- CUFP - Base Forward Rate Estimation (32, 33)
- Reference Latent State Period - Shell (36)
- Reference Index Period - Constructor #1 (37, 38)
- Reference Index Period - Constructor #2 (39, 40)
- Reference Index Forward Period #1 (41, 42)
- Reference Index Forward Period #2 (43, 44)
- Reference Index Forward Period #3 (45)
- Composable Unit Floating Period #1 (46, 47)
- Composable Unit Floating Period #2 (48, 49)
- Composite Period Reference Forward Index (50)
- Reference Index Swap Rate Period (51)
- Reference Index OTC Fix Float (52, 53, 54)
- OTC Fix Float State Label (55)
- OTC Fix Float Forward Label (56)
- Static Reference Index OTC Swap (57, 58)
- Reference Index IRS/Forward Period (59, 60)
Bug Fixes/Clean-up:
- Date Adjustment for State Bump (7)
- Reference Index Forward Period - Reset (34, 35)
Samples: