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I am trying to figure out the best way to work with IndexManager in connection with evaluationDate and missing market data.
The problem that I have is that IborCoupon throws "missing index fixing" when there has been no refresh of market data (i.e. no new index fixings were loaded) however evaluationDate was changed because ... well... time never stops flowing. I find it a bit strange that there is no call-back function to recover missing index fixings. And assume that this was driven by some other considerations which I do not understand at the moment. Therefore my question:
What is the best practice to recover missing index fixings? Or does it mean I should not rely on evaluationDate()?
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