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#6557
rkapl
Participant

Dear All!

Just one hint concerning ordering of quotes in segments:
Always place the quotes in order of maturity, otherwise following (rather obscure) error will occur:
ALERT [2018-Nov-27 10:13:49.429047] (orea\app\oreapp.cpp:213) : Error: yield curve building failed for curve CHF-IN-EUR on date 2018-11-26: invalid date (December 5th, 2018, vs December 28th, 2018)

It might be a good idea to mention the ordering requiremetn in the Curves: curveconfig.xml section of the userguide.

-regards,
Roland