OpenSourceRisk / ORE-SWIG

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Adding node MM/RATE/EUR/0D/1D curve config #28

Closed EazyDS closed 10 months ago

EazyDS commented 10 months ago

Hi, I am noticing a weird behavior when adding MM/RATE/EUR/0D/1D in curveconfig.xml - it makes the portfolio size equals to zero when launching portfolio.py script located under ORE-SWIG/OREAnalytics-SWIG/Python/Examples. Regards.