OpenSourceRisk / Engine

Open Source Risk Engine
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Malformed today's market calibration CSV due to commas in calendars #248

Open gbfredrik opened 1 month ago

gbfredrik commented 1 month ago

Hi, Small issue here. JointCalendar names are not wrapped with quotes when written to CSVs, causing parsing failures when the CSV separator is also a comma. See the below example:

image

Instead, the output should be something like:

image

We'll try to do something about it, but please let us know if you get there first :)

pcaspers commented 1 month ago

Please do go ahead 😃