Fixed reference date in unit test.
@@ -100,7 +100,7 @@ public class CapletVolatilitiesParametricCalibrationTest {
// Create a discount curve
DiscountCurveInterface discountCurve = new DiscountCurveNelsonSiegelSvensson(
"EUR",
- LocalDate.of(2014, Month.JULY, 15),
+ LocalDate.of(2014, Month.JULY, 17),
new double[]
{
0.02,
