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1 parent 43b48bb commit 9921a4dCopy full SHA for 9921a4d
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ql/cashflows/floatingratecoupon.cpp
@@ -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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