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[codex] Expose end-of-month scheduling on IborSwap#240

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[codex] Expose end-of-month scheduling on IborSwap#240
gyx09212214-prog wants to merge 2 commits into
domokane:masterfrom
gyx09212214-prog:expose-ibor-swap-eom

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@gyx09212214-prog

@gyx09212214-prog gyx09212214-prog commented Jun 9, 2026

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Summary

  • expose the existing end_of_month schedule option on IborSwap
  • pass the flag through to both fixed and floating swap legs
  • add a regression test for the month-end 6M/1Y swap coupon grid case from Swap coupons grid issue #222

This keeps the existing default behavior unchanged while giving users a direct way to request EOM-aligned swap schedules when bootstrapping curves from month-end effective dates.

Closes #222.

Validation

  • python -m pytest unit_tests\test_FinIborSwap.py -q
  • git diff --check

@domokane

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Thanks. I agree this is a useful feature and exposing end_of_month on IborSwap seems consistent with the existing schedule machinery. Before merging, I’d like to check the hidden Unicode warning and possibly add one or two more tests around non-EOM effective dates and floating-leg schedules.

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Swap coupons grid issue

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