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damienbarkerjenkins
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QPR-12200 flat forward curve shouldn't have a max date
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QuantExt/qle/termstructures/flatforwarddividendcurve.cpp

Lines changed: 1 addition & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -21,8 +21,7 @@
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namespace QuantExt {
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Date FlatForwardDividendCurve::maxDate() const {
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return dividendCurve_->maxDate();
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}
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return Date::maxDate(); }
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DiscountFactor FlatForwardDividendCurve::discountImpl(Time t) const {
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Time maxTime = dividendCurve_->maxTime();

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