Mantainers,
I was playing a little with QuantLibXL and realized that it was not able to replicate the cashflows for most of Brazilian local treasuries.
It due to the coupon rules of these Brazilian bonds that are semi-annualy coumpounded.
The same samples work in Test Suite but there I used the more generic Bond class itself, instead of FixedRateBond.
FixedRateBond class uses linear coupon rate and I would like include some more constructors in favour of flexibility. As far as I did until now, the changes are backward compatible with the current code (I don't believe the final version will have any compatible issue). I will include test for the changes and run the whole test suite after doing it.
Once this work is done (this week I hope) I will change QuantLibAddin and QuantLibXL for using it (it seems that backward compatibility will not be hard as well), so I can replicate the Brazilian bonds.
That said, what is the best way to send the changes? Would you prefer all the changed files (and some explanation about it), a document with the changes or a diff file?
Regards,
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