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Feature/issue 2862 shyam equity total return swap - #2986

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jeganathan-shyam wants to merge 2 commits into
lballabio:masterfrom
jeganathan-shyam:feature/issue-2862-shyam-equity-total-return-swap
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jeganathan-shyam wants to merge 2 commits into
lballabio:masterfrom
jeganathan-shyam:feature/issue-2862-shyam-equity-total-return-swap

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@jeganathan-shyam

@jeganathan-shyam jeganathan-shyam commented Oct 31, 2026 •

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Related to #2862
equity total return swap, the equity leg has only one payment. Extended EquityTotalReturnSwap with an explicit equity payment mode, reusing EquityCashFlow for each settlement period.

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CLAassistant commented Oct 31, 2026 •

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@boring-cyborg

boring-cyborg Bot commented Oct 31, 2026

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Thanks for opening this pull request! It might take a while before we look at it, so don't worry if there seems to be no feedback. We'll get to it.

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2 participants