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Use defaults instead of null in IborRateSwapLegConvention #2622

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merged 5 commits into from
Jan 3, 2024

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milenorf
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@milenorf milenorf commented Dec 18, 2023

Invoking the getters in the toLeg() method will use defaults if the property is null.
E.g. instead of stub rate being null it will be defaulted to smart initial

@milenorf milenorf changed the title PROD-29409: default stub convention to SI Use defaults instead of null in IborRateSwapLegConvention Dec 18, 2023
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It is quite late in the life of Strata to change this, but hopefully not harmful

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I actually changed the approach. The defaulting is now only for the stub convention.
This standardises the behaviour between the parser and toLeg methods.
I.e in FullSwapTradeCsvPlugin.parseAccrualSchedule only the stub convention is defaulted, the adjustment dates and roll conventions are not.

@milenorf milenorf marked this pull request as ready for review January 3, 2024 09:02
@milenorf milenorf merged commit 21cff27 into main Jan 3, 2024
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@milenorf milenorf deleted the PROD-29409-default-stub-convention branch January 3, 2024 14:50
sagiruthvik pushed a commit to SolumXplain/solum-xplain-opengamma-strata that referenced this pull request Nov 13, 2024
…2622)

* PROD-29409: default stub convention to SI

* PROD-29409: use getters everywhere

* default only stub convention

* small copy paste fix

* another copy paste fix
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3 participants