Good afternoon everybody,
I am a new user of Quantlib to which I have been led through JFIN. Apparently JFIN is a port of Quantlib time engine to Java.
I am now coding in C#, and using QLNET for such a purpose. I would like to schedule payments for a swap with an arbitrary Stub :
- First coupon longer
- First coupon shorter
- Last coupon longer
- Last coupon shorter
- No stub
While this is easily available in jFIN, I can't find it neither in Quantlib or in QLNET. Am I wrong somewhere, or is this feature just unsupported?
Best
Edmondo Porcu
------------------------------------------------------------------------------
Achieve unprecedented app performance and reliability
What every C/C++ and Fortran developer should know.
Learn how Intel has extended the reach of its next-generation tools
to help boost performance applications - inlcuding clusters.
http://p.sf.net/sfu/intel-dev2devmay_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users