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Bug in Schedule Generation

Open FuggeWolf opened this issue 5 years ago • 1 comments

For roll convention 'Preceding' the end date might be unchanged even thought the last coupon date (at the same day) was rolled. It seems that the roll convention is not (always) applied to the end date.

FuggeWolf avatar Jul 06 '20 08:07 FuggeWolf

wird durch pyriva ersetzt

favdo avatar Aug 17 '20 08:08 favdo