Closed yellowbean closed 1 month ago
If original pool cashflow date range : 2024-01-01 -> 2024-12-01 but the new bought cashflow from revolving pool is 2024-06-01 -> 2025-03-01
In current merging logic, the cashflow from 2024-12-01 -> 2025-03-01 will be dropped.
Merge cashflow A with new bought cashflow B
if time horizon of cashflow A is shorter than cashflow B ?
The engine should expand the dates of cashflow A with deal Pool Freq
Pool Freq
fix 7ae5883
Issue
If original pool cashflow date range : 2024-01-01 -> 2024-12-01 but the new bought cashflow from revolving pool is 2024-06-01 -> 2025-03-01
In current merging logic, the cashflow from 2024-12-01 -> 2025-03-01 will be dropped.
Solution
Merge cashflow A with new bought cashflow B
if time horizon of cashflow A is shorter than cashflow B ?
The engine should expand the dates of cashflow A with deal
Pool Freq