Systemorph / IFRS17CalculationEngine

Systemorph IFRS 17 Calculation Engine
MIT License
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Current YC's should be queried, even if there are no locked-in. #370

Closed andrey-katz-systemorph closed 1 year ago

andrey-katz-systemorph commented 1 year ago

The method GetYieldCurveReportParametersAsync should query all the current YC's even if the locked-in is not present, as it is the case in the VFA-valuation approach. The current version of the query returns no YC's if the locked-in is absent.

FYI: @dcolleoni