Do we really need to pass in parameter calendar in AmortizingFixedRateBond?

Posted by cheng li on
URL: http://quantlib.414.s1.nabble.com/Do-we-really-need-to-pass-in-parameter-calendar-in-AmortizingFixedRateBond-tp15848.html

Hi Team,

 

Currently AmortizingFixedRateBond’s second constructer function signature:

 

Line 155: AmortizingFixedRateBond::AmortizingFixedRateBond(

                                      Natural settlementDays,

                                      const Calendar& calendar,

                                      Real initialFaceAmount,

                                      const Date& startDate,

                                      const Period& bondTenor,

                                      const Frequency& sinkingFrequency,

                                      const Rate coupon,

                                      const DayCounter& accrualDayCounter,

                                      BusinessDayConvention paymentConvention,

                                      const Date& issueDate)

 

The second parameter calendar is used in sub function:

Line 173:  sinkingSchedule(startDate, bondTenor, sinkingFrequency, calendar)

 

However as I see, in this function, the calendar is only used as

 

Line 104:  Schedule retVal(startDate, maturityDate, freqPeriod,

                            paymentCalendar, Unadjusted, Unadjusted,

                            DateGeneration::Backward, false);

 

As the convention is all passed as Unadjused, it seems paymentCalendar will have no any effect on generated retVal..

 

Am I missing something here?

 

Regards,

Cheng

 

 

Regards,

Cheng


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