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calculation issues

calculation issues - overlapping contracts, dates

Hello folks, the premium subscribers among you might have noticed that as of today DBMF has got overlapping positions for the EURO FX ("EC") contract group and the merge logic is flawed (in fact it's missing). We anticipated this but it happened sooner than expected and the logic wasn't implemented yet.

There is also a glitch in the four week backdate calculation, it's currently off by one day because of a holiday accounting bug.

Please stay tuned as we roll out the fixes

dbmf update - 7 dec 2022
dbmf update - 7 dec 2022

For any questions or feedback, get in touch (or just reply to this note)