Preliminary 0.9.0 tarballs - IborLeg class

Posted by Toyin Akin on
URL: http://quantlib.414.s1.nabble.com/Preliminary-0-9-0-tarballs-tp11440p11455.html

Hi Luigi,
 
Within the IborLeg class, the Leg() method creates and returns a Leg (cashflow array).
 
However it only checks whether the internal caps/floors arrays are empty before applying a default couponPricer object to the leg. The method also needs to check the inArrears_ flag otherwise a mispricing can occur as the default couponPricer object is not correct in the inArrears case.
 
Toy out...

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