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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.