mirror notional payment lag from coupon payment lag #277
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added 4 commits
October 25, 2024 16:55
… in case of more than one curve in the same currency
…if notional lag is not given as market standard
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Generally the notional lag in swaps has the same lag as the coupon payment lag. to achieve these result I would propose to put the coupon payment lag as a default value in the notional payment lag. Otherwise one has to list both xml tags which is redundant.