Patches item #1734245, was opened at 2007-06-10 01:58
Message generated for change (Comment added) made by lballabio
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Category: None
Group: None
>Status: Closed
>Resolution: Accepted
Priority: 5
Private: No
Submitted By: Piter Dias (piterdias)
>Assigned to: Luigi Ballabio (lballabio)
Summary: More generic FixedRateBond Class
Initial Comment:
Guys,
I changed FixedRateBond class to include more complete information about coupon generation.
Instead of passing just a Rates vector to the constructors, now we can pass a InterestRate vector too.
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>Comment By: Luigi Ballabio (lballabio)
Date: 2007-10-22 12:52
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Partially applied. The FixedRateCoupon and FixedRateLeg classes were
patched. The FixedRateBond was not, since the same functionality can be
obtained without the patch.
The Calendar fix was also applied.
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Comment By: Piter Dias (piterdias)
Date: 2007-06-10 01:59
Message:
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File Added: FixedRateBond.patch
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