http://quantlib.414.s1.nabble.com/RE-getting-the-set-of-reset-dates-of-a-f-loat-leg-tp2419p2421.html
The solution is in the cvs tree. Now, the FloatingRateCoupon contains a virtual
fixingDate() method. The use of Handle<FloatingRateCoupon> provides you
> Hi, Perssin,
> Thanks a lot. However, the accrual start date is not really the reset
> date
> the reset date is calender.advance( accrualstartdate, -fixingdate,
> Days, Preceding )
> See FloatingReateCoupon::Amount()
>
>
> Jack
>
>
>
> Perissin Francesco wrote:
>
> >
> >
> > Hi Chak
> >
> > given that leg_ is a std::vector<Handle<CashFlow> >
> > you could try:
> >
> >
> > std::vector<Handle<CashFlow> >::const_iterator begin, end;
> > begin = leg_.begin();
> > end = leg_.end();
> > for (; begin != end; ++begin) {
> > Handle<Coupon> coupon = *begin;
> > QL_ENSURE(!coupon.isNull(), "not a coupon");
> > Date payDate = coupon->date();
> > Date cashFlowAccrualStartDate = coupon->accrualStartDate();
> > }
> >
> >
> >
> > -----Original Message-----
> > From: Chak Jack Wong [mailto:
[hidden email]]
> > Sent: Thursday, February 20, 2003 2:31 PM
> > To:
[hidden email]
> > Subject: [Quantlib-users] getting the set of reset dates of a float
> > leg
> >
> > 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.
> > What do I miss?
> > Jack
> >
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> This is not an offer (or solicitation of an offer) to buy/sell the
> securities/instruments mentioned or an official confirmation. Morgan
> Stanley may deal as principal in or own or act as market maker for
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> research or others in the Firm. We do not represent this is accurate
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