Add GBP_FIXED_6M_LIBOR_3M FixedIborSwapConvention


When fitting a 3m curve you have the choice between semi/quarterly and quarterly/quarterly swaps e.g. BBPSW3V3 vs BPSA3V3. There is a GBP_FIXED_3M_LIBOR_3M and a GBP_FIXED_1Y_LIBOR_3M but no GBP_FIXED_6M_LIBOR_3M convention.


Something to bear in mind with the conventions is that they were intended to provide a quick means to get started with the system, rather than be a comprehensive set of all trading conventions. It is possible to add your own conventions using Java code.