Re: actact (Bond) yearFraction() function...

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/actact-Bond-yearFraction-function-tp11253p11254.html

On Mon, 2006-09-18 at 07:54 +0100, Toyin Akin wrote:
> I've been playing with some of the Daycounter classes, viewing their results
> and I believe I'm getting some strange numbers with the actact (Bond)
> (ActualActual(ActualActual::Bond)) class.
>
> Basically, when building a FixedCoupon schedule (for example), apart from
> the first and last coupon periods (which may be stubs), the cashflows
> in-between will use the same start/end dates for the refStart/refEnd dates.

Yes, that's because the passed schedule doesn't hold any information on
the reference dates.  We should probably add them to its data.  

Ferdinando, you've been reworking the Schedule class lately---do you
think this is possible?

Later,
        Luigi
 

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