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user 62549
For questions about programming languages, implementation, and packages in quantitative finance. Note: question must be specific to quantitative finance and must necessitate knowledge of quantitative finance in order to be on topic.
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Quantlib: VanillaSwap not using underlying Index fixings correctly
I am trying to reperform a vanilla swap. The problem is that the vanilla swap object does not seem to be using the exact fixings of the underlying index.
import pandas as pd
import QuantLib as ql
cal …
