MakeCms Capped Rate

Posted by Peter Caspers-4 on Feb 17, 2014; 7:36pm
URL: http://quantlib.414.s1.nabble.com/MakeCms-Capped-Rate-tp14976.html

Hi,

is there a reason that the standard cms swaps constructed with MakeCms
have a capped rate
at 200% ?

https://github.com/lballabio/quantlib/blob/master/QuantLib/ql/instruments/makecms.cpp#L43

If no one objects I would like to send a pull request to remove the
cap. This might impact results
in existing code though, so I thought I better ask here.

Thank you
Peter

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