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1 parent b8e4607 commit c89ddc1Copy full SHA for c89ddc1
1 file changed
ql/indexes/iborindex.cpp
@@ -53,8 +53,8 @@ namespace QuantLib {
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}
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Rate IborIndex::forecastFixing(const Time& fixingTime) const {
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- QL_REQUIRE(fixingTime > 0.0, "\n cannot calculate forward rate, " \
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- "fixing time must be positive");
+ QL_REQUIRE(fixingTime >= 0.0, "\n cannot calculate forward rate, " \
+ "fixing time must not be negative");
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QL_REQUIRE(!termStructure_.empty(),
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"null term structure set to this instance of " << name());
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Time tenorTime = periodToTime(tenor_);
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