schedule frequency

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schedule frequency

Allen Kuo
Hi:  When I do the following, the output is: "no-frequency", whereas I would have expected "Once". Is this correct ?
 
Thanks, Zhonghua
 
 
Schedule sch(Date(1,January,2000),  Date(1,January,2002),
                     Period(Once), NullCalendar(),
                     Unadjusted, Unadjusted,
                     true, false);
 
cout << sch.tenor().frequency() << endl;

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Re: schedule frequency

Luigi Ballabio

On Fri, 2007-10-05 at 10:02 -0400, Zhonghua Guo wrote:
> Hi:  When I do the following, the output is: "no-frequency", whereas I
> would have expected "Once". Is this correct ?
>
> Schedule sch(Date(1,January,2000),  Date(1,January,2002),
>                      Period(Once), NullCalendar(),
>                      Unadjusted, Unadjusted,
>                      true, false);
>  
> cout << sch.tenor().frequency() << endl;

Kind of. The frequency returned from the Period::frequency() method is
not stored in the period; it's just deduced from the length of the
period. The problem is, both Period(Once) and Period(NoFrequency) build
a null period---which, when asked for the frequency, has no memory of
the initial parameter and just picks one.
 
So in a way it's wrong, since it doesn't return the original frequency.
However, this has no effect on the calculations performed inside the
schedule---they're done correctly.

Luigi


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