A further question: 3. How should a non-zero rateCutOffDaysOffset be indicated in the [font=Courier]cashflows[/font] representation? By modifying the adjustedFixingDate? This question is of course moot if the answer to (1) is “no”.
A further question: 3. How should a non-zero rateCutOffDaysOffset be indicated in the [font=Courier]cashflows[/font] representation? By modifying the adjustedFixingDate? This question is of course moot if the answer to (1) is “no”.
