Re: Ex-coupon adjustment based on unadjusted coupon dates

Posted by NickG on Jul 19, 2017; 1:00pm
URL: http://quantlib.414.s1.nabble.com/Ex-coupon-adjustment-based-on-unadjusted-coupon-dates-tp18430p18431.html

Hi Francois,

When I added the ex-coupon code, it was primarily with European government bonds in mind.  These either have adjusted coupons (eg Italian BTP) or ex-dividend dates (eg UK Gilts) but not both.

I wonder if there are any other situations outside of SA, where both coincide.
An extra parameter certainly wont hurt.

Nick