error xibormanager.cpp:55: dummy6m act/act (ISDA) history not loaded

Posted by Xavier.Abulker on
URL: http://quantlib.414.s1.nabble.com/error-xibormanager-cpp-55-dummy6m-act-act-ISDA-history-not-loaded-tp3359.html


Hello,
I'm using Quantlib 0.3.7 and in the example swapvaluation.cpp I set:

Calendar calendar = Tokyo();
 Date todaysDate(20, September, 2004);
 Date settlementDate(22, September, 2004);

The 20, September, 2004 is not a business for the calendar tokyo and I think this is why I receive the error:

" error xibormanager.cpp:55: dummy6m act/act (ISDA) history not loaded " in  NPV = spot5YearSwap.NPV();

Do you know how this error can be avoided keeping the same todaysDate(20, September, 2004); and  Date settlementDate(22, September, 2004);?

Thank you for your help

Xavier