Merge branch 'QPR-11772' into 'master'

QPR-11772 implement fixingDate() method for BMA Coupon

Closes QPR-11772

See merge request qs/quantlib!56

Author: rolandlichters

ql/cashflows/averagebmacoupon.cpp

@@ -129,14 +129,16 @@ namespace QuantLib {
                                                  new AverageBMACouponPricer));
     }
 
-    Date AverageBMACoupon::fixingDate() const {
-        QL_FAIL("no single fixing date for average-BMA coupon");
-    }
-
     std::vector<Date> AverageBMACoupon::fixingDates() const {
         return fixingSchedule_.dates();
     }
 
+    Date AverageBMACoupon::fixingDate() const {
+        QL_REQUIRE(fixingSchedule_.dates().size() >= 2,
+                   "AverageBMACoupon::fixingDate(): expected at least 2 dates in fixing schedule");
+        return *std::next(fixingSchedule_.dates().end(), -2);
+    }
+
     Rate AverageBMACoupon::indexFixing() const {
         QL_FAIL("no single fixing for average-BMA coupon");
     }

ql/cashflows/averagebmacoupon.hpp

@@ -56,7 +56,7 @@ namespace QuantLib {
 
         //! \name FloatingRateCoupon interface
         //@{
-        //! not applicable here; use fixingDates() instead
+        //! the date when the coupon is fully determined
         Date fixingDate() const override;
         //! fixing dates of the rates to be averaged
         std::vector<Date> fixingDates() const;