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On 12/10/2005 07:27:45 PM, Piter Dias wrote:
>
> We had a flag in our software to tell if coupon should be adjusted
> (accrue extra days of coupon when you move to a workday) or not. Is
> there something similar in QuantLib?
Piter,
I added the required parameters to the CVS version. Now you can
specify both an accrual convention and a payment convention. Setting
the first as Unadjusted and the second to whatever convention you use
to determine the payment date will give you the desired behavior.
Later,
Luigi
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Dealing with failure is easy: work hard to improve. Success is also
easy to handle: you've solved the wrong problem. Work hard to improve.
-- Alan Perlis
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