By Philippe Bonneau on
3/8/2016 6:20 PM
Testing recently the calculations of some instruments (Convertible bonds) on the calculation servers, I've discovered that very old instruments which are not anymore in position were sent to calculation servers. By the way, these instruments are not valid too, and trying to calculate them today will generate some check error messages. These instruments were stored in position in some folios several years ago (trade date far away from the well-known REPORTING.DATE_DEB date), but are still loaded in memory and sent to calculation servers. The problem does not appear when calculating the folio locally, only when calculated by calculation servers, and the whole calculation of the folio is then rejected. The goal of this post is to propose a workaround that permits to calculate the folios which contain such instruments.