Erroneous deposit specification in bootstrapper
FuggeWolf opened this issue · comments
The method InstrumentSpec.get_deposit_spec in pyvacon.marketdata.bootstrapping.py should be replaced by
def get_deposit_spec(self):
"""
Specification for deposits
"""
# start date of the accrual period
startDate = get_end_date(self.refDate, self.spotLag)
startDate_p = converter.getLTime(startDate)
# end date of the accrual period
endDate = get_end_date(startDate, self.maturity)
endDate_p = converter.getLTime(endDate)
# specification of the deposit
deposit = analytics.DepositSpecification(self.label, 'dummy_issuer', enums.SecuritizationLevel.NONE,
self.currency, self.refDate_p, startDate_p, endDate_p, 100, self.parRate, self.floatDayCount)
return(deposit)
wird durch pyriva ersetzt