Set combinePeriodsIfNecessary to true for ResolvedSwapLeg

SolumXplain · Nov 18, 2024 · a61d84e · a61d84e
1 parent b3bd466
commit a61d84e
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));
     }