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in Scripted Trade, add the fixing date in the cashfow information
For scripted trades, it looks like the LOGPAY function does not report the fixing date is the cashflow information From my testing in in c++, the field cf.fixingDate is empty, cf been a CashFlowResults object
Issue in LOGPAY(X, d, p, ccy), the date d is not into the past and future cashflow object
Suggestion cf.fixingDate to d
That's a good idea, it seems quite natural to populate the fixing date with the observation date of PAY(). We'll add this. Thanks!