Bugs item #1656248, was opened at 2007-02-09 17:59
Message generated for change (Comment added) made by lballabio
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1656248&group_id=12740Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
>Status: Closed
>Resolution: Invalid
Priority: 5
Private: No
Submitted By: Nobody/Anonymous (nobody)
>Assigned to: Luigi Ballabio (lballabio)
Summary: Error in cashflowvectors if a single cash flow exists
Initial Comment:
Version: 0.3.14
File: cashflowvectors.cpp
Error if a forward starting bond is created and the start date is Saturday and the maturity date is on the following Monday. SCHEDULE only create one cash flow date. Routines ends with an error on row with
Date start = schedule.date(0), end = schedule.date(1);
My Fix:
int indxend = (schedule.size() <= 1) ? 0 : 1;
Date start = schedule.date(0), end = schedule.date(indxend);
Best regards
Thomas Karlström
EMAIL:
[hidden email]
----------------------------------------------------------------------
>Comment By: Luigi Ballabio (lballabio)
Date: 2007-11-28 11:32
Message:
Logged In: YES
user_id=75450
Originator: NO
The behavior is correct---If only one date is given, an error should be
launched as the code does not make assumptions (such as the assumption that
the given date is to be used twice.)
If you really want the bond to start on a Saturday, you'll probably want
to use the Unadjusted convention when you instantiate the schedule. This
will keep both dates and allow you to instantiate the bond.
----------------------------------------------------------------------
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1656248&group_id=12740-------------------------------------------------------------------------
SF.Net email is sponsored by: The Future of Linux Business White Paper
from Novell. From the desktop to the data center, Linux is going
mainstream. Let it simplify your IT future.
http://altfarm.mediaplex.com/ad/ck/8857-50307-18918-4_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev
Locked
