Merge pull request #26 from SolumXplain/dev-update-resolvedSwapLeg

Set combinePeriodsIfNecessary to true for ResolvedSwapLeg
SolumXplain · Nov 19, 2024 · 4933faa · 4933faa
2 parents b3bd466 + a61d84e
commit 4933faa
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/modules/product/src/main/java/com/opengamma/strata/product/swap/RateCalculationSwapLeg.java b/modules/product/src/main/java/com/opengamma/strata/product/swap/RateCalculationSwapLeg.java
@@ -183,7 +183,7 @@ public ResolvedSwapLeg resolve(ReferenceData refData) {
       return resolveWithPaymentFrequencyDrivenPaymentPeriods(refData);
     }
     DayCount dayCount = calculation.getDayCount();
-    Schedule resolvedAccruals = accrualSchedule.createSchedule(refData);
+    Schedule resolvedAccruals = accrualSchedule.createSchedule(refData, true);
     if (accrualScheduleOffset != null) {
       resolvedAccruals = resolvedAccruals.toAdjusted(accrualScheduleOffset.resolve(refData));
     }