Re: Coupons and Fixed Rate Legs

Posted by John Maiden on
URL: http://quantlib.414.s1.nabble.com/Coupons-and-Fixed-Rate-Legs-tp1151p1153.html

Ok, I feel like an idiot. I finally figured out the screwy schedule. Part of it
wasn't due to the 30/360 day count, all of it was due to the 30/360 day count.
Each of the "coupon dates" (i.e. the dates that have a zero coupon payment) are
near 31 day months, and 30 or less day months are skipped.


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