Skip to content

Commit 00c941c

Browse files
committed
QPR-12409 fix
1 parent ecbdf85 commit 00c941c

File tree

1 file changed

+1
-1
lines changed

1 file changed

+1
-1
lines changed

OREData/ored/portfolio/makenonstandardlegs.cpp

+1-1
Original file line numberDiff line numberDiff line change
@@ -174,7 +174,7 @@ Leg makeNonStandardIborLeg(const boost::shared_ptr<IborIndex>& index, const std:
174174

175175
Date endDate = *std::next(startDate, 1);
176176

177-
if (endDate >= calcDates.back())
177+
if (endDate > calcDates.back())
178178
continue;
179179

180180
// determine pay date

0 commit comments

Comments
 (0)