There was but then deleted from one of the csv during manual adjustments…
Sorry for bothering you, but a new error arises now: array of x-value must be sorted and unique.
The problem is that I don’t know how to tell Strata via csv about futures.
For example, if i have for the future Dec06
- valuation date: 2005-04-12
- settlement date: 2007-03-20
- end date: 2007-06-20
how the entry must look like? For now it is:
USD-Disc,24M,OG-Future,Ibor-USD-LIBOR-3M-Dec06,SettlementPrice,IFU,USD-LIBOR-3M-Quarterly-IMM,24M+3,
For completeness I paste here the csv:
USD-Disc,ON,OG-Ticker,USD-OIS-ON,MarketValue,DEP,USD-Deposit-T,1D,
USD-Disc,TN,OG-Ticker,USD-OIS-TN,MarketValue,DEP,USD-Deposit-T,2D,
USD-Disc,1W,OG-Ticker,USD-OIS-1W,MarketValue,DEP,USD-Deposit-T,1D,
USD-Disc,2W,OG-Ticker,USD-OIS-2W,MarketValue,DEP,USD-Deposit-T,1D,
USD-Disc,1M,OG-Ticker,USD-OIS-1M,MarketValue,DEP,USD-Deposit-T,1M,
USD-Disc,2M,OG-Ticker,USD-OIS-2M,MarketValue,DEP,USD-Deposit-T,2M,
USD-Disc,3M,OG-Ticker,USD-OIS-3M,MarketValue,DEP,USD-Deposit-T,3M,
USD-Disc,3M,OG-Future,Ibor-USD-LIBOR-3M-Mar05,SettlementPrice,IFU,USD-LIBOR-3M-Quarterly-IMM,3M+3,
USD-Disc,6M,OG-Future,Ibor-USD-LIBOR-3M-Jun05,SettlementPrice,IFU,USD-LIBOR-3M-Quarterly-IMM,6M+3,
USD-Disc,9M,OG-Future,Ibor-USD-LIBOR-3M-Sep05,SettlementPrice,IFU,USD-LIBOR-3M-Quarterly-IMM,9M+3,
USD-Disc,12M,OG-Future,Ibor-USD-LIBOR-3M-Dec05,SettlementPrice,IFU,USD-LIBOR-3M-Quarterly-IMM,12M+3,
USD-Disc,15M,OG-Future,Ibor-USD-LIBOR-3M-Mar06,SettlementPrice,IFU,USD-LIBOR-3M-Quarterly-IMM,15M+3,
USD-Disc,18M,OG-Future,Ibor-USD-LIBOR-3M-Jun06,SettlementPrice,IFU,USD-LIBOR-3M-Quarterly-IMM,18M+3,
USD-Disc,21M,OG-Future,Ibor-USD-LIBOR-3M-Sep06,SettlementPrice,IFU,USD-LIBOR-3M-Quarterly-IMM,21M+3,
USD-Disc,24M,OG-Future,Ibor-USD-LIBOR-3M-Dec06,SettlementPrice,IFU,USD-LIBOR-3M-Quarterly-IMM,24M+3,
USD-Disc,2Y,OG-Ticker,USD-IRS3M-2Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,2Y,
USD-Disc,3Y,OG-Ticker,USD-IRS3M-3Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,3Y,
USD-Disc,4Y,OG-Ticker,USD-IRS3M-4Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,4Y,
USD-Disc,5Y,OG-Ticker,USD-IRS3M-5Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,5Y,
USD-Disc,7Y,OG-Ticker,USD-IRS3M-7Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,7Y,
USD-Disc,10Y,OG-Ticker,USD-IRS3M-10Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,10Y,
USD-Disc,12Y,OG-Ticker,USD-IRS3M-12Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,12Y,
USD-Disc,15Y,OG-Ticker,USD-IRS3M-15Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,15Y,
USD-Disc,20Y,OG-Ticker,USD-IRS3M-20Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,20Y,
USD-Disc,25Y,OG-Ticker,USD-IRS3M-25Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,25Y,
USD-Disc,30Y,OG-Ticker,USD-IRS3M-30Y,MarketValue,IRS,USD-FIXED-6M-LIBOR-3M,30Y,