Possible bug in blotter

+ tmpPL$Con.Mult<- na.locf(tmpPL$Con.Mult, fromLast=TRUE)

I've applied this patch in R-Forge SVN r506.

The 'better' method of NA handling would be to first check the contract 
multiplier in the instrument, but that will take more work to 
incorporate than your one-line patch.

As always, thanks for the report, test case, and patch.

I will try to incorporate your test case directly into the 'tests' for 
blotter soon so we can catch any regression or changes.

Regards,

   - Brian

Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock