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Re: AW: AW: AW: Some issues

Posted by Ferdinando M. Ametrano-2 on Jan 10, 2003; 10:54am
URL: http://quantlib.414.s1.nabble.com/Some-issues-tp10189p10202.html

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?

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ciao -- Nando