FpML Issues Tracker

889: invalid ACT/ACT daycount fraction used in examples

December 11, 2008

closed

Minor

N/A

Examples/Test Cases

ddui_barcap

mgratacos

Summary

Some examples use "ACT/ACT" daycount fraction. This value is not present in the scheme. It should probably be one of ACT/ACT.ICMA, ACT/ACT.ISDA, etc.

Notes:

  • mgratacos

    12/11/08 2:10 pm

    This has been fixed and committed to the trunk.

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