Bugs item #1656248, was opened at 2007-02-09 08:59
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
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:
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