diff options
Diffstat (limited to 'sql/serenitas.c')
| -rw-r--r-- | sql/serenitas.c | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/sql/serenitas.c b/sql/serenitas.c index a6cfc6d9..22e7f855 100644 --- a/sql/serenitas.c +++ b/sql/serenitas.c @@ -130,7 +130,7 @@ double calc(TDate today, TDate start_date, TDate end_date, double recovery, doub if (calc_upfront) { success = JpmcdsCdsoneUpfrontCharge(today, cash_settle_date, - today, // benchmark_start_date + start_date, // benchmark_start_date step_in_date, start_date, end_date, @@ -149,7 +149,7 @@ double calc(TDate today, TDate start_date, TDate end_date, double recovery, doub } else { success = JpmcdsCdsoneSpread(today, cash_settle_date, - today, // benchmark_start_date + start_date, // benchmark_start_date step_in_date, start_date, end_date, |