How to deal with missing index fixings?

Posted by snovik on
URL: http://quantlib.414.s1.nabble.com/How-to-deal-with-missing-index-fixings-tp6936.html

What is the best way to deal with missing index fixings?

I would like to load them on demand (from several sources; have some special logic involved). fixing() method throws when a fixing is missing but it does not help me anyhow to remedy the problem and load the missing fixing.

How are you dealing with such problem?