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Handle ThirdWednesdayInclusive in Schedule stub-date validation - #2993
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saanvimundra wants to merge 1 commit into
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saanvimundra wants to merge 1 commit into
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ThirdWednesdayInclusive was handled by the generation switch but not by the firstDate/nextToLastDate validation switches in Schedule, so using it with either date failed with "unknown rule". Handle it like ThirdWednesday in both. Also handle ThirdWednesdayInclusive, CDS, CDS2015 and OldCDS in the catbond stubDate switch, which previously reported them as unknown rules. Fixes lballabio#2989.
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Fixes #2989.
ThirdWednesdayInclusivewas handled when generating dates but missing from thefirstDate/nextToLastDatevalidation switches inSchedule, so using it with either date threw "unknown rule". It is now handled likeThirdWednesday, so those dates must be IMM dates; happy to relax that if you'd prefer. The catbondstubDateswitch now rejectsThirdWednesdayInclusive,CDS,CDS2015andOldCDSwith the "not allowed" message instead of "unknown rule".Added a regression test (
ScheduleTests/testThirdWednesdayInclusiveWithStubDates). It fails without the fix, and the rest ofScheduleTestsstill passes.