OpenGamma/OG-Platform — pull request #218 by marc-opengamma (2014-09-30 16:33:18+00:00)
Title: [PLAT-6808] Correct missing accrued in AA coupons with spread.

The accrued interest from previous fixing was missing in the CouponONArithmeticAverageSpreadDiscountingApproxMethod; they have been added. Two new tests comparing the pv in case of coupon with accrued interest have been added.