Fix CVA swap leg-order comment - #2734
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August 16, 2026 13:53
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Summary
Correct the leg-order comment in
CounterpartyAdjSwapEngine::calculate()to state that leg 0 of a vanilla swap is the fixed leg.Why
FixedVsFloatingSwapstores the fixed leg at index 0 and the floating leg at index 1. The existing comment stated the opposite, even though the nearby casts correctly treatarguments_.legs[0]as aFixedRateCouponandarguments_.legs[1]as aFloatingRateCoupon.Impact
Documentation-only correction; there is no runtime behavior change.
Validation
FixedVsFloatingSwapleg accessors and constructor ordering.masterand changes only this comment.git diff --checklocally.