Loading...
Home / Schedule data date based problem

Home Forums Help Schedule data date based problem

This topic contains 0 replies, has 1 voice, and was last updated by  Sebastian 3 weeks, 6 days ago.

Viewing 1 post (of 1 total)
  • Author
    Posts
  • #6740

    Sebastian
    Participant

    I am trying to set up a simple swap leg using a schedule based on dates rather than rules. First I noticed that the information given in the user guide pdf is different from the description on opensourcerisk(dot)org

    When using the set up from the website I receive the following error message: Error building trade (123456) : Must provide at least 1 date for Schedule
    When using the set up from the user manual I receive the following error message: Error building trade (123456) : full interface (isRegular) not available
    Based on the error message I assumed that set up 2 is the one to choose. What does this error message mean? Can anybody help me on this? This is the xml excerpt I am using:
    <ScheduleData>
    <Dates>
    <Calendar>TARGET</Calendar>
    <Convention>F</Convention>
    <Tenor>6M</Tenor>
    <Dates>
    <Date>2016-10-08</Date>
    <Date>2017-04-08</Date>
    <Date>2017-10-07</Date>
    <Date>2018-04-07</Date>
    <Date>2018-10-07</Date>
    <Date>2019-04-07</Date>
    <Date>2019-10-07</Date>
    <Date>2020-04-07</Date>
    <Date>2020-10-07</Date>
    </Dates>
    </Dates>
    </ScheduleData>
    Thanks!
    Sebastian

    • This topic was modified 3 weeks, 6 days ago by  Sebastian.
Viewing 1 post (of 1 total)

You must be logged in to reply to this topic.