Changed product reference date.
@@ -10,6 +10,7 @@ import java.io.FileWriter;
import java.io.IOException;
import java.text.DecimalFormat;
import java.text.DecimalFormatSymbols;
+import java.time.LocalDate;
import java.time.LocalDateTime;
import java.util.HashMap;
import java.util.Locale;
@@ -174,7 +175,7 @@ public class InterestRateProductTest {
System.out.println("Bond prices:");
System.out.println("Maturity Simulation Analytic Deviation");
- LocalDateTime referenceDate = LocalDateTime.of(2012,1,12,17,0);
+ LocalDateTime referenceDate = LocalDate.of(2012,1,12).atStartOfDay();
for(int maturityIndex = 0; maturityIndex<=liborMarketModel.getNumberOfLibors(); maturityIndex++) {
double maturity = liborMarketModel.getLiborPeriod(maturityIndex);
System.out.print(formatterMaturity.format(maturity) + " ");
