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QPR-11765 do not allow for inavlid fixing date
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ql/cashflows/floatingratecoupon.cpp

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Original file line numberDiff line numberDiff line change
@@ -84,6 +84,10 @@ namespace QuantLib {
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if (dayCounter_.empty())
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dayCounter_ = index_->dayCounter();
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QL_REQUIRE(index_->fixingCalendar().isBusinessDay(fixingDate),
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"FloatingRateCoupon: fixing date " << fixingDate
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<< " not valid for fixing calendar "
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<< index_->fixingCalendar());
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fixingDate_ = fixingDate;
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registerWith(index_);

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