Cashflows accrued methods

[Peter Caspers-4]

Hi Luigi, Nando,

the methods Cashflows::accruedPeriod(), accruedDays() and
accruedAmount() default the settlementDate to Date(), which I guess
should mean to take the evaluation date as the settlement date. However
this does not work with the methods in Coupon invoked from here. As a
result 0.0 is returned always, when no settlement date is specified.

I think therefore that

if (settlementDate == Date())
        settlementDate = Settings::instance().evaluationDate();

should be added to the methods mentioned above. I observe this in 1.1.

Regards
Peter


------------------------------------------------------------------------------
Live Security Virtual Conference
Exclusive live event will cover all the ways today's security and
threat landscape has changed and how IT managers can respond. Discussions
will include endpoint security, mobile security and the latest in malware
threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev

[Luigi Ballabio]

Yes, you're right.  Thanks for the heads-up.

Luigi

On Mon, Sep 17, 2012 at 10:06 PM, Peter Caspers <[hidden email]> wrote:

> Hi Luigi, Nando,
>
> the methods Cashflows::accruedPeriod(), accruedDays() and accruedAmount()
> default the settlementDate to Date(), which I guess should mean to take the
> evaluation date as the settlement date. However this does not work with the
> methods in Coupon invoked from here. As a result 0.0 is returned always,
> when no settlement date is specified.
>
> I think therefore that
>
> if (settlementDate == Date())
>        settlementDate = Settings::instance().evaluationDate();
>
> should be added to the methods mentioned above. I observe this in 1.1.
>
> Regards
> Peter
>

------------------------------------------------------------------------------
Don't let slow site performance ruin your business. Deploy New Relic APM
Deploy New Relic app performance management and know exactly
what is happening inside your Ruby, Python, PHP, Java, and .NET app
Try New Relic at no cost today and get our sweet Data Nerd shirt too!
http://p.sf.net/sfu/newrelic-dev2dev
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev

[Luigi Ballabio]

Fixed in subversion.

Thanks,
    Luigi


On Wed, Oct 3, 2012 at 5:11 PM, Luigi Ballabio <[hidden email]> wrote:

> Yes, you're right.  Thanks for the heads-up.
>
> Luigi
>
> On Mon, Sep 17, 2012 at 10:06 PM, Peter Caspers <[hidden email]> wrote:
>> Hi Luigi, Nando,
>>
>> the methods Cashflows::accruedPeriod(), accruedDays() and accruedAmount()
>> default the settlementDate to Date(), which I guess should mean to take the
>> evaluation date as the settlement date. However this does not work with the
>> methods in Coupon invoked from here. As a result 0.0 is returned always,
>> when no settlement date is specified.
>>
>> I think therefore that
>>
>> if (settlementDate == Date())
>>        settlementDate = Settings::instance().evaluationDate();
>>
>> should be added to the methods mentioned above. I observe this in 1.1.
>>
>> Regards
>> Peter
>>

------------------------------------------------------------------------------
Monitor your physical, virtual and cloud infrastructure from a single
web console. Get in-depth insight into apps, servers, databases, vmware,
SAP, cloud infrastructure, etc. Download 30-day Free Trial.
Pricing starts from $795 for 25 servers or applications!
http://p.sf.net/sfu/zoho_dev2dev_nov
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev