From a61d84e3113ebc9f96d208485978219a64941b66 Mon Sep 17 00:00:00 2001 From: ruthviksagi Date: Mon, 18 Nov 2024 16:34:21 +0000 Subject: [PATCH] Set combinePeriodsIfNecessary to true for ResolvedSwapLeg --- .../opengamma/strata/product/swap/RateCalculationSwapLeg.java | 2 +- 1 file changed, 1 insertion(+), 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 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)); }