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1 parent 39326be commit 20d7ed5Copy full SHA for 20d7ed5
1 file changed
OREAnalytics/orea/app/marketdataloader.cpp
@@ -206,7 +206,8 @@ void MarketDataLoader::populateFixings(
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if (isFxIndex(f.first)) {
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auto fxInd = parseFxIndex(f.first);
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try {
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- fxInd->fixing(d);
+ if(fxInd->fixingCalendar().isBusinessDay(d))
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+ fxInd->fixing(d);
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break;
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} catch (const std::exception& e) {
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fixingErr = ", error: " + ore::data::to_string(e.what());
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