Re: Not sure if it is a bug in schedule.cpp

Posted by Luigi Ballabio on Jun 10, 2016; 2:02pm
URL: http://quantlib.414.s1.nabble.com/Not-sure-if-it-is-a-bug-in-schedule-cpp-tp17498p17511.html

Hello,

    yes, it looks like a bug. I'm looking into it.

Luigi

On Thu, Jun 2, 2016 at 10:24 AM Schmidt <[hidden email]> wrote:

Hi dear QuantLib developers

          I'm curious about line#415 code in schedule.cpp. When I use
DateGeneration::ThirdWednesday

to generate a schedule when:

effectiveDate = 2016/01/15
terminationDate = 2016/7/18
tenor = 1*Months
calendar = Taiwan()
businessdayConvention = Following
terminationDateConvention = Following
endOfMonth = false

before the execution of code starts from line#414

the member vector dates_ and isRegular_ of my schedule are:
dates_:{42384 42417 42445 42480 42508 42536 42571 42569}
isRegular_:{true true true true true true false}

since dates_[dates_.size()-2] >= dates_.back() is true (in my case
dates_.size() = 8)
code line#415&416 will assign "false" to isRegular_[6]
and it is weired that this "false" value should be assigned to isRegular_[5]
or more specifically
isRegular_[isRegular.size()-2]
the final dates_ will be {42384 42417 42445 42480 42508 42536 42569}
and 42569 is not an regular date, so the isRegular_ vector should be: {true
true true true true false}however now my QuantLib 1.7 will generate a
isRegular_ vector with all true in it. is it a little bug? or I'm somwhere
wrong or misunderstanding?



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