On Fri, Apr 10, 2009 at 6:13 PM, Luigi Ballabio
<
[hidden email]> wrote:
>> Log Message:
>> -----------
>> Unadjusted termination date as per ISDA convention
>
> Did you run the test suite after this one?
ehm... no, sorry
If it can be of partial comfort I ate my own crap, as I was in the
middle of some credit structure re-factoring (introducing jumps) and
was banging my head about what I broke in that unit-test :-(
ciao -- Nando
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