79453800

Date: 2025-02-20 08:39:24
Score: 6 🚩
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Ok, now I added the reference date at the beginning of dates_3M (and a rate at the beginning of rates_3M). I still get the error, that ql wants the fixing for August 26 2019, which I give him with the addFixing method and now I do get a dirty price and clean price. However, when I do

for c in floater.cashflows():
  print(c.date(), c.amount)

I get the error "Missing Euribor3M Actual/360 fixing for May 24th, 2019. So do I have to make a addFixing for that as well?

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  • RegEx Blacklisted phrase (1): I still get the error
  • RegEx Blacklisted phrase (1): I get the error
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Posted by: Maria Reinhardt