Malformed today's market calibration CSV due to commas in calendars
gbfredrik opened this issue · comments
Fredrik Gerdin Börjesson commented
Hi,
Small issue here. JointCalendar names are not wrapped with quotes when written to CSVs, causing parsing failures when the CSV separator is also a comma. See the below example:
Instead, the output should be something like:
We'll try to do something about it, but please let us know if you get there first :)
Peter Caspers commented
Please do go ahead 😃