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in Scripted Trade, add the fixing date in the cashfow information #254

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quantthingy opened this issue Jul 12, 2024 · 1 comment
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@quantthingy
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For scripted trades, it looks like the LOGPAY function does not report the fixing date is the cashflow information
From my testing in in c++, the field cf.fixingDate is empty, cf been a CashFlowResults object

Issue
in LOGPAY(X, d, p, ccy), the date d is not into the past and future cashflow object

Suggestion
cf.fixingDate to d

@pcaspers
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That's a good idea, it seems quite natural to populate the fixing date with the observation date of PAY(). We'll add this. Thanks!

@pcaspers pcaspers self-assigned this Jul 21, 2024
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