#114 The date mismatch

None
closed
nobody
None
5
2017-01-30
2010-01-29
Anonymous
No

The earliest date of d1w is always equal to the calendar date not the specified "todaysDate"(9/20/2004). This is also the case with other instruments to be used for bootstrap.

Discussion

  • Nobody/Anonymous

    The example of swap valuation

     
  • Luigi Ballabio

    Luigi Ballabio - 2017-01-30
    • status: open --> closed
    • Group: -->
     

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