Re: [Quantlib-dev] ASX futures tests

[Ferdinando M. A. <fer...@am...>]

Hi Peter

I will look into this asap

thx

On Fri, Jun 12, 2015 at 3:56 PM, Peter Caspers <pca...@gm...>
wrote:

> 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
>
>
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