Ex-coupon period in FixedRateBondHelper
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Hi,
Yes, another query from me. I think this will be simple. I'm still busy bootstrapping a yield curve. I need to specify the ex-coupon period, but it doesn't seem like the FixedRateBondHelper accepts any parameters for ex-coupon periods. Is it possible to have the FixedRateLeg recalculated after instantiation of the FixedRateBondHelper? Or should I rather just submit a code change for overloading the FixedRateBondHelper constructor to accept the ex-coupon parameters?
thanks Francois Botha
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Re: Ex-coupon period in FixedRateBondHelper
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Hello,
you'll have to add the optional ex-coupon parameter to the constructor. Luigi On Mon, May 12, 2014 at 11:01 AM, Francois Botha <[hidden email]> wrote: > Hi, > > Yes, another query from me. I think this will be simple. > > I'm still busy bootstrapping a yield curve. I need to specify the ex-coupon > period, but it doesn't seem like the FixedRateBondHelper accepts any > parameters for ex-coupon periods. Is it possible to have the FixedRateLeg > recalculated after instantiation of the FixedRateBondHelper? Or should I > rather just submit a code change for overloading the FixedRateBondHelper > constructor to accept the ex-coupon parameters? > > thanks > Francois Botha > > ------------------------------------------------------------------------------ > "Accelerate Dev Cycles with Automated Cross-Browser Testing - For FREE > Instantly run your Selenium tests across 300+ browser/OS combos. > Get unparalleled scalability from the best Selenium testing platform > available > Simple to use. Nothing to install. Get started now for free." > http://p.sf.net/sfu/SauceLabs > _______________________________________________ > QuantLib-users mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-users > -- <https://implementingquantlib.blogspot.com> <https://twitter.com/lballabio> ------------------------------------------------------------------------------ "Accelerate Dev Cycles with Automated Cross-Browser Testing - For FREE Instantly run your Selenium tests across 300+ browser/OS combos. Get unparalleled scalability from the best Selenium testing platform available Simple to use. Nothing to install. Get started now for free." http://p.sf.net/sfu/SauceLabs _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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Yay, my first pull request: Francois Botha
On 20 May 2014 15:32, Luigi Ballabio <[hidden email]> wrote: Hello, ------------------------------------------------------------------------------ "Accelerate Dev Cycles with Automated Cross-Browser Testing - For FREE Instantly run your Selenium tests across 300+ browser/OS combos. Get unparalleled scalability from the best Selenium testing platform available Simple to use. Nothing to install. Get started now for free." http://p.sf.net/sfu/SauceLabs _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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