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From: Ferdinando A. <qf...@am...> - 2009-04-10 16:43:02
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On Fri, Apr 10, 2009 at 6:13 PM, Luigi Ballabio <lui...@gm...> wrote: >> Log Message: >> ----------- >> Unadjusted termination date as per ISDA convention > > Did you run the test suite after this one? ehm... no, sorry If it can be of partial comfort I ate my own crap, as I was in the middle of some credit structure re-factoring (introducing jumps) and was banging my head about what I broke in that unit-test :-( ciao -- Nando |