Outage in OpenGamma
Cross Currency Swap IM not calculated for CoB 3rd / 6th May
Resolved Minor
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Outage Details
Latest Updates ( sorted recent to last )
Status: We have identified an issue with our Cross Currency Swap calculator and we are urgently working on identifying the root cause. We will keep this page updated.
Problem/Impact: Cross Currency Swap calculations for CoB 3rd and 6th May are currently not returning any Initial Margin.
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