Changelog

0.1.0 (2020-07-12)

  • Prepayment with built-in support for common defeasance, open, step-down, and YM structures
  • Significantly faster adjustments of holidays
  • Partial interest only for FixedRateBorrowings
  • Calculation date business day adjustments independent of payment date adjustments

0.0.2 (2020-04-14)

  • Payment date adjustment convention and business days for PeriodicBorrowings
  • Handling of starting and ending stub periods
  • Additional tests and other improvements

0.0.1 (2020-03-29)

  • Initial release