Peter Caspers comments

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                                            Peter Caspers

Scripted trade does not generate past cashflows when value date is strictly after the last settlement date

The trade is considered "expired" in this case and therefore excluded from all reports. I'll change the behavior so that the trade never expires if IncludePastCashflows is active for scripted...

Scripted trade does not generate past cashflows when value date is strictly after the last settlement date

A few more notes: There is a typo in the parameter name in ore.xml, it should be ``` ... true ``` The example script does not produce a cashflow. I...

Scripted trade does not generate past cashflows when value date is strictly after the last settlement date

- Autocallabe: It should not. Can you give an example? - Use case reconciliation: yes, agreed.

Scripted trade does not generate past cashflows when value date is strictly after the last settlement date

Yes, but if the autocallable is knocked out on a date d wrote: > . Autocallable: I was referring to any Scripted trade with a Knock-out > barrier. From a...

Scripted trade does not generate past cashflows when value date is strictly after the last settlement date

ok sounds good, we'll try to push out an update on master so that you can test the fix

Scripted trade does not generate past cashflows when value date is strictly after the last settlement date

apologies - we did the code changes internally, but they are not yet published on github, this might take until the next full release (planned for March 2025)

Scripted trade does not generate past cashflows when value date is strictly after the last settlement date

Yes it should be. Please test and let us know how it goes.

Fixings are thrown out, breaking valuation of several instruments

Hi @gbfredrik, sorry for the very late response. In case we load all fixings, which is the default when running ore app, we should always call impl()->retrieveFixings(), i.e.: ``` if...

IborCoupon Instrument Not Being Handled Correctly

Thank you, we reproduce this locally, looking into it.

IborCoupon Instrument Not Being Handled Correctly

This seems to be related to the way symbols are resolved on OSX. From the ld man page Two-level namespace By default all references resolved to a dynamic library record...