noonediesalone

Generally, for curve build, the termination date is adjusted with calendar and roll convention of the spread leg. And the schedules of each leg follow it's respective (calendar, roll) adjustment...

Yes you're right, seems long end stub is the preferred choice for traded swaps. Not sure if that's also the case for building the curve. Looks `Forward` generation method behaves...

If we've built the latest from master, then you shouldn't have this error per https://github.com/OpenSourceRisk/Engine/blob/master/OREData/ored/utilities/parsers.cpp 

It's a QL error, so try updating the submodule: `git submodule foreach git pull origin master`

Hi Nathaniel, Thanks for checking this out. There is another small issue with netting set lookup. Here for example `NettingSetManager::get(const string& id)` where a `NettingSetDefinition` is lookup by string. This...

Hi Peter, Thank you for your comments. I've raised this issue with hopes this will get added with one of the next releases, so glad to hear you're confirming this...

Can you please attach your `reference_data.xml` ? Irrelevant for your case, but there are some typos in `BondReferenceDatum::BondData::toXML` , here is a patch: https://github.com/OpenSourceRisk/Engine/commit/749c4b9740d0afa5154ec4e2583acadb5dfdeb17

You can use defined yield: `BENCHMARK_EUR` or genuine ibor curve: `EUR-EURIBOR-6M`

Here is some pretty basic example of `BondRepo`. You can unzip attached [Input.zip](https://github.com/OpenSourceRisk/Engine/files/11406827/Input.zip) into your local `%ORE%\Examples\Example_18\Input` and run `cd /d %ORE%\Examples\Example_18 & ore.exe Input\ore_repo.xml`. Main takeaways: 1. Pricing engine...

Hi, there can be a variety of reasons why the strike would be negative. Generally, you need to reduce the scope to isolate the issue, ideally to one analytic/date/trade. You...