wegamekinglc / Derivatives-Algorithms-Lib / 26245635695

Pull #63

github

Fix stub coupon months and HasForward discount fallback alignment

Use CouponMonths(unadjustedStart_, unadjustedEnd_) instead of tenor.Months()
for every period's DayBasis context, so stub periods get the correct nominal
interval for conventions like ACT/365L.

Make HasForward() return true when discount curves are available, matching
the fallback behavior that Forward() already uses. Previously callers like
ResolveForecastCurve() could get a false result even though Forward() would
succeed via the Discount(collateral) fallback.

Addresses Copilot review comments on PR #63.

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