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From: Peter C. <pca...@gm...> - 2015-06-12 13:56:34
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Hello Ferdinando, the PiecewiseYieldCurve tests from the current master fail on system date 11-Jun-2015. The guilty code seems to be L476 asxStart is 12-Jun-2015 in some cases ... L485 ... then asxFut.forwardRate() will ask for the Euribor 3M fixing as of 10-Jun-2015 which is not set. Should we just exclude the cases where the fixing date is before the evaluation date ? Thanks Peter |