Clarify market data assumptions in swap pricing example - #2789
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Relates to #2396
The swap pricing example uses a multi-curve market-data setup:
USD-Discfor discounting andUSD-3MLfor USD-LIBOR-3M projection. This is not equivalent to the flat 1% risk-free-rate setup used in the QuantLib comparison from #2396.This change documents that assumption in the example so users compare aligned market data and conventions before treating different NPVs as a pricing defect.
For the current example, Strata reproduces the reported NPV of approximately
5,965,705.04.Verification:
mvn -pl examples -Dtest=ExamplesTest#test_swapPricing_standalone test -qmvn -pl examples -DskipTests verify -qgit diff --check