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damienbarkerjenkins
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QPR-11916 fix enddate
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OREData/ored/portfolio/indexcreditdefaultswapoption.cpp

Lines changed: 1 addition & 1 deletion
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@@ -135,7 +135,7 @@ void IndexCreditDefaultSwapOption::build(const boost::shared_ptr<EngineFactory>&
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Date exerciseDate = parseDate(exerciseDates.front());
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boost::shared_ptr<Exercise> exercise = boost::make_shared<EuropeanExercise>(exerciseDate);
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QL_REQUIRE(parseDate(legData.schedule().rules().front().startDate()) > exerciseDate,
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QL_REQUIRE(parseDate(legData.schedule().rules().front().endDate()) > exerciseDate,
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"IndexCreditDefaultSwapOption: ExerciseDate must be before EndDate");
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// We apply an automatic correction to a common mistake in the input data, where the full index underlying

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