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 index b0bd666899..48430e6d10 100644 --- 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)); }