Some issues
Posted by
Jens Thiel on
Dec 30, 2002; 5:20am
URL: http://quantlib.414.s1.nabble.com/Some-issues-tp10189.html
Hi Luigi,
can you have a look at the following issues or delegate them to the original
authors?
A) Term Structures:
ZeroSpreadedTermStructure and ForwardSpreadedTermStructure BOTH
implement/override forwardImpl() AND zeroYieldImpl(), resulting in an
identical behaviour.
B) ShortFloatingRateCoupon vs. FloatingRateCoupon
Method amount(): Usage of Preceding for rolling back fixing dates is
different and has changed compared to earlier CVS version.
C) Calendars:
Johannesburg calendar class:
Saturday not documented but implemented as holiday
may need to add: Human Rights Day 21 March
(see
http://www.national-holidays.com/)
(anyone from South Africa here?)
London calendar class:
Some exceptions not properly documented but implemented
Budapest implementation:
Nov 1st is "All Saints Day", not Labour day.
Sydney calendar
Documentation from Wellington???
New Years day possibly not moved?
(see
http://www.national-holidays.com/)
(anyone from Australia?)
Toronto:
Some forwards to Monday are not documented but implemented
Regards,
Jens.