Fixed bug in forward (daycountFraction) for some configurations
@@ -174,7 +174,7 @@ public class ForwardCurveFromDiscountCurve extends AbstractForwardCurve implemen
}
double daycount = (daycountConvention != null ?
- daycountConvention.getDaycount(
+ daycountConvention.getDaycountFraction(
FloatingpointDate.getDateFromFloatingPointDate(getReferenceDate(), fixingTime),
FloatingpointDate.getDateFromFloatingPointDate(getReferenceDate(), fixingTime+paymentOffset)
)
