Closed oldlore closed 1 year ago
Regarding #1162
I've been going through the Instrument weights and I think I've found 2 errors:
grain: weight: 0.25 corn: weight: 0.2 CORN: 1.0 oats: weight: 0.2 OATIES: 1.0 rapeseed: weight: 0.2 RAPESEED: 1.0 rice: weight: 0.1667 RICE: 1.0 soy: weight: 0.1667 SOYBEAN_mini: 0.333 SOYMEAL: 0.333 SOYOIL: 0.3333 wheat: weight: 0.1667 REDWHEAT: 0.5 WHEAT: 0.5
corn oats rapeseed rice soy wheat 0.2+0.2+0.2+0.1667+0.1667+0.1667 = 1.1001.
Americas: weight: 0.4 govvie: weight: 0.6 US2: 0.143 US3: 0.143 US5: 0.143 US10: 0.143 US10U: 0.143 US20: 0.143 US30: 0.143 STIR: weight: 0.4 BB3M: 0.333 SOFR: 0.333 FED: 0.333 Swaps: weight: 0.4 USIRS2ERIS: 0.25 USIRS5: 0.25 USIRS5ERIS: 0.25 USIRS10: 0.25
govvie STIR Swaps 0.6+0.4+0.4 = 1.4.
Also, I was curious if you're now using these new weights or the old IWs and FWs from your most recent config.yaml in the develop branch.
Thanks
Not sure this is a bug, since no code or documentation is affected....
Regarding #1162
I've been going through the Instrument weights and I think I've found 2 errors:
corn oats rapeseed rice soy wheat 0.2+0.2+0.2+0.1667+0.1667+0.1667 = 1.1001.
govvie STIR Swaps 0.6+0.4+0.4 = 1.4.
Also, I was curious if you're now using these new weights or the old IWs and FWs from your most recent config.yaml in the develop branch.
Thanks