In the “HistoricalScenarioExample” it prices the swap up until the start date of the swap, using the scenario builder.
But, if we change the dates of the swap, i.e change the start date to an earlier date. The code returns an error: “Unable to get fixing for USD-LIBOR-3M on date 2015-02-05” but there is data for 2015-02-05 in the marketdata folder.
Why does it not allow us to price the swap during the progress of the swap?
In the SwapPricingExample, you are able to price the swap in between the start and end date, but that does not use a “all-curves.csv” marketdata file, it uses individual csv files for individual dates instead.
Is there a way to a price a swap through all the days during the start and end date of the swap, whilst passing through 1 csv file called “all-curves.csv” as shows in “HistoricalScenarioExample”.