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
For any questions or feedback, get in touch (or just reply to this note)
- email: [email protected]
- twitter: dbmfwatch
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