converible bonds header file

[Ferdinando M. Ametrano-3]

On 12/10/05, Toyin Akin <[hidden email]> wrote:
> I keep seeing the converible bonds header file appearing within the test
> unit code and then disappear again!!

I would love a clarification on this issue. I've commented out the
inclusion of that header file because it is not needed and not used by
the current CVS HEAD version of the QuantLib test-suite.
Besides theinclusion of that header file would stop VC8 compilation,
so I had to comment it out.

ciao -- Nando

[Toyin Akin]

Hi,

I have some code, based on the current Schedule class, that allows the
generation of daily, weekly, bi-weekly, n-Days ('n' being user defined)
periods as well as the periods that the current Schedule class produces.

However the problem with it is that the current Frequency enum stops at
Month. Month is basically the smallest period unit within the current
schedule class and there are numerous places, all over the library, that
assumes this.

For example 12/Frequency is used heavily and the inclusion of these finer
periods I fear will break a lot of things.

I can certainly email the class to you for your viewing and inclusion into
the library.
I think it's useful for averaging and compounding periods within a payment
period.

Comments?

Toy out.

[Joseph Wang]

Right now Theo is working on a convertible bond implementation but this
hasn't been checked into CVS.  What was checked in was an older version
and then only reason for including those in the unit tests was to catch
compile problems.


Ferdinando Ametrano wrote:

>On 12/10/05, Toyin Akin <[hidden email]> wrote:
>  
>
>>I keep seeing the converible bonds header file appearing within the test
>>unit code and then disappear again!!
>>    
>>
>
>I would love a clarification on this issue. I've commented out the
>inclusion of that header file because it is not needed and not used by
>the current CVS HEAD version of the QuantLib test-suite.
>Besides theinclusion of that header file would stop VC8 compilation,
>so I had to comment it out.
>
>ciao -- Nando
>  
>

[Luigi Ballabio]

On 12/11/2005 12:40:08 PM, Toyin Akin wrote:
>
> I have some code, based on the current Schedule class, that allows  
> the generation of daily, weekly, bi-weekly, n-Days ('n' being user  
> defined) periods as well as the periods that the current Schedule  
> class produces.
>
> I can certainly email the class to you for your viewing and inclusion  
> into the library.

Yes, please do.

Later,
        Luigi

----------------------------------------

A debugged program is one for which you have not yet found the
conditions that make it fail.
-- Jerry Ogdin