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OpenSourceRisk / ORE-SWIG

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Error : "did not find object 'EUR-CMS-30Y' of type swap if change date in Example10 #29

Open EazyDS opened 9 months ago

EazyDS commented 9 months ago

Hi, I am getting the error "did not find object 'EUR-CMS-30Y' of type swap index under configuration 'collateral_inccy' or 'default' Can anybody help ? very weird. If I change to '2021-02-05' in market_20160205.txt and update ore.xml (no error). If i change to '2022-02-05' in market_20160205.txt and update ore.xml I am getting the error "did not find object 'EUR-CMS-30Y' of type swap index under configuration 'collateral_inccy' or 'default'" portfolio.xml from example 10