Re: AW: AW: [Quantlib-dev] Some issues

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

>- today is Sunday;
>- the start date of the deposits is two business days ahead, i.e., Tuesday;
>- the deposit looks up the fixing for Tuesday minus two business days, which
>   goes all the way back to Friday, which is before Sunday;
>- the index doesn't find the fixing and throws (which, I must add, serves you
>   right for working on holidays...)
>
>The question now is, what do we do in this case?

my opinion is that on Sunday you are supposed to know last Friday fixing

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ciao -- Nando