Re: [Quantlib-dev] Fwd: Re: [Quantlib-users] CreditDefaultSwap throws RuntimeError

[Luigi B. <lui...@gm...>]

On Mon, 2009-10-05 at 11:31 +0200, Jose Aparicio-Navarro wrote:
> Quoting Luigi Ballabio <lui...@gm...>:
> Yep, lets make it the TS ref date. Moving this
> 
> Date effectiveStartDate =
>    (startDate <= today && today <= endDate) ? today : startDate;
> 
> into:
> 
> Date effectiveStartDate =
>     (startDate <= settlementDate && settlementDate <= endDate) ?
>         settlementDate : startDate;
> 
> works for both cds engines.

Except I'd leave the start date alone and correct the default date
instead, if possible. No?

Luigi


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