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
| Free forum by Nabble | Edit this page |