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ValuationDate type and attributes not properly defined

Open tomhealey-icma opened this issue 1 year ago • 2 comments

type ValuationDate has multiple issues:

  1. Attribute singleValuationDate and multipleValuationDates are not a date at all and do not have any date attributes. They actually hold actually an int attribute to define a number of business days.
  2. fxFixingDate and fxFixingSchedule should not be defined as fx only.
  3. Since ValuationDate is not a date but a set of attributes to define or adjust a value date it should be called something like ValuationDateSpecification

tomhealey-icma avatar Mar 30 '23 19:03 tomhealey-icma