bushturkey

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Thanks Roland for the clarification On Sun, 14 Apr 2024 at 20:10, Roland Lichters ***@***.***> wrote: > Hi, > we are preparing for the 12th release with new features that...

OK thanks @noonediesalone - I was hoping for a silver bullet, but I will try your suggestion. I had already reduced the scope to a single vanilla swap on one...

Thanks for that. As you guessed, the job fails in the simulation analytics. As mentioned, this job fails just for this single swap portfolio on three as_of_dates but otherwise runs...

hi @pcaspers @noonediesalone - thanks for your help. @pcaspers - The error happens with caps and swaptions as well. In retrospect, it perhaps should have been obvious that as the...

@noonediesalone Thanks again. Could you please help me map out where/how I need to specify ShiftedLognormal vols? Here is my best guess: **1. Register the SwaptionVolatilities id in todaysmarket.xml** e.g....