Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Preliminary-0-9-0-tarballs-tp11440p11461.html
On Mon, 2007-12-03 at 06:11 +0000, Toyin Akin wrote:
> 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.
You're right. I've fixed it.
Thanks,
Luigi
--
Perfection is reached, not when there is no longer anything to add, but
when there is no longer anything to take away.
-- Antoine de Saint-Exupery
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