[ quantlib-Bugs-1947150 ] inflationPeriod incorrect for SemiAnnual and Quarterly frequ

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[ quantlib-Bugs-1947150 ] inflationPeriod incorrect for SemiAnnual and Quarterly frequ

SourceForge.net
Bugs item #1947150, was opened at 2008-04-20 04:59
Message generated for change (Tracker Item Submitted) made by Item Submitter
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https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1947150&group_id=12740

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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: inflationPeriod incorrect for SemiAnnual and Quarterly frequ

Initial Comment:
Hi,


inflationPeriod incorrect for SemiAnnual and Quarterly frequencies.  It should read:


case Semiannual:
   startMonth = Month(6*((month-1)/6) + 1)


and


case Quarterly:
   startMonth = Month(3*((month-1)/3) + 1)


with the other lines unchanged.

Best regards,
[hidden email]

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