Posted by
Chak Jack Wong on
URL: http://quantlib.414.s1.nabble.com/getting-the-set-of-reset-dates-of-a-float-leg-tp2415p2417.html
In fact, what I was trying to do is simply to get the reset dates, the
paydates and accruals for some other purpose (to create some exotic
instruments.)
Is the suggestion of factoring these functions out a good idea?
Thanks
Jack
Luigi Ballabio wrote:
> At 01:31 PM 2/20/03 +0000, Chak Jack Wong wrote:
> >Hi,
> >I have got some trouble of getting all the reset dates from a float leg.
> >
> > From the FloatingRateCouponVector function, I can only get a vector<
> >handle< cashflow > > , from which I can get paydates, but not the reset
> >dates. I can't get this from the floatratecoupon either.
>
> Does the following work?
>
> std::vector<Handle<CashFlow> > v = ...
> for (int i=0; i<v.size(); i++) {
> Handle<Coupon> c = v[i]; // assigning a Handle<T> to a Handle<U>
> // performs a dynamic_cast
> Date start = c->accrualStartDate();
> Date end = c->accrualEndDate();
> // print them or do whatever you need
> }
>
> Or maybe I just didn't get your question?
>
> Later,
> Luigi
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