Re: Missing USDLibor6M Actual/360 fixing

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Missing-USDLibor6M-Actual-360-fixing-tp7050p7051.html

On Thu, 2010-08-05 at 10:45 +0000, MonkeyMan wrote:
> Anyone know what is happening here? I get this error message while I'm trying to
> price a vanilla IRS. [...] Somewhere my
> setup is backing up to what it thinks was the processing date, but it got it
> wrong.

Can you post some self-contained code that reproduces the error?

Luigi


--

Hofstadter's Law:
It always takes longer than you expect, even when you take
Hofstadter's Law into account.



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