Re: Missing USDLibor6M Actual/360 fixing

Posted by MonkeyMan-3 on
URL: http://quantlib.414.s1.nabble.com/Missing-USDLibor6M-Actual-360-fixing-tp7050p7061.html

> To make this case work, you'd have to patch
> DepositRateHelper::impliedQuote() and have it calculate the deposit rate
> off the curve instead of using iborIndex_->fixing---or maybe you can
> patch it so that the fixing date is moved to today.

Hmm. I think it is preferable to change the fixing date. I'll take a look and
report back any progress. Thanks.




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