Strata
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Evaluate curve nodes with Ibor futures
Forum post: https://forums.opengamma.com/t/iborfuturecurvenode-vs-iborfixingdepositcurvenode/849/3
Strata cannot fit a USD LIBOR 3M curve with the front future EDG17 on the curve for valuation date 2017-02-09 when that future’s last trading date is 2017-02-13. Typically trading desks would expect the future to drop out on 2017-02-10.