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From: Ferdinando A. <fer...@am...> - 2003-01-10 18:53:41
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At 06:37 PM 1/10/2003 +0100, you wrote: >In C#, I fixed at least the test with > DateTime todaysDate = calendar.Roll(DateTime.Today); I second this fix. The problem in my opinion was only in the test, not in QuantLib. QuantLib assumes that on Sunday you are required to know Friday's fixings. This is correct, since those fixings happened in the real world. You are not supposed to run the test on Sunday ;-) without taking into account Friday's fixings. Am I missing something? ------------ ciao -- Nando |