Coupons and Fixed Rate Legs, Take Two...

Posted by Piter Dias on
URL: http://quantlib.414.s1.nabble.com/Coupons-and-Fixed-Rate-Legs-Take-Two-tp1186p1199.html

Guys,

Another interesting thing is compounding frequency, very important to Brazilian markets.
I sent a patch where you can use a InterestRate objects insteadof just Rate for FixedRateBond.
I would have to check Swaps and other classes too but in that time my focus where Brazilian public bonds.

Regards,