Local testing broken, seems related to market consistency issue about economicscenariogenerators.jl HOT 3 CLOSED

Thanks for the report, I can try to take a look this week. One suspicion is that the default rate from some types of Yield curves (in the Yields.jl package, the predecessor to the current FinanceModels package) returned rate types of Periodic instead of Continuous. All of the yield models from Finance Models now return a continuous type. Just a theory but one of the places I’d start looking.

from economicscenariogenerators.jl.

A bit more color: I recently migrate one of the dependencies in FinanceModels from BSplineKit to DataInterpolations (which is more lightweight and loads faster). This is related to the functionality that provides the interpolations for the curves. Something in that isn't working, so as a temporary fix, I have limited the compat of FinanceModels to use the version prior to the upstream change. Updating/resolving your environment should fix this (after the new version gets merged into General) and I've created a couple of issues to track the follow up. LMK if you still need help or encounter other issues.

from economicscenariogenerators.jl.

Thank you Alec, tests pass!

from economicscenariogenerators.jl.