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feat(fx): add TN (Tom-Next) period and near_date API for FX swap legs - #68

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thejerwang merged 9 commits into

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claude/issue-67-20260512-1241

May 13, 2026

Merged

feat(fx): add TN (Tom-Next) period and near_date API for FX swap legs#68
thejerwang merged 9 commits into
mainfrom
claude/issue-67-20260512-1241

Commits on May 12, 2026
- feat(fx): add TN (Tom-Next) period and near_date API for FX swap legs
  
  github-actions[bot]
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  thejerwang
  committed
  97aa2ce
- feat(fx): add SpotLag type and T+1 pair support (USDCAD)
  
  github-actions[bot]
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  thejerwang
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  d3c6d80
- refactor(fx): move spot-lag convention onto FXUnderlying, simplify Period API
  
  github-actions[bot]
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  thejerwang
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  ded663c
- feat(fx): add more FX pairs with spot-lag and cutoff conventions
  
  github-actions[bot]
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  thejerwang
  committed
  0c423c4
- feat(fx): expand FXUnderlying enum with G10 crosses, EM pairs, and all calendar mappings
  
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  thejerwang
  committed
  6fb1190
- style: fix rustfmt formatting violations
  
  github-actions[bot]
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  thejerwang
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  268a64d
- style: fix rustfmt violations in period.rs
  
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  thejerwang
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  5952009
Commits on May 13, 2026
- version;
  thejerwang
  committed
  a284577
- test(fx): add swap pricing and forward outright pricing tests
  
  github-actions[bot]
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  thejerwang
  committed
  34a1328