Guys,
I order to have a more generic FixedRateBond class I included two
constructors that are able to receive an InterestRate vector.
This way someone can setup a more generic coupon generation. I needed that,
for example, to setup NTN-F Brazilian public bond. Test Suite includes
examples with that bond.
I think we should have an amortization schedule two but I don´t know when I
will be able to do that.
There is a correction to a mistake I made in Calendar::businessDaysBetween
too, when from and to dates are the same.
I hope you guys enjoy and use it in the next QuantLib version. Once SF didn´t
accept my zip file by email I sent using Patche option of SF.
Regards,
Piter Dias
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Piter Dias
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