Re: getting the set of reset dates of a float leg

Posted by Luigi Ballabio-2 on
URL: http://quantlib.414.s1.nabble.com/RE-getting-the-set-of-reset-dates-of-a-f-loat-leg-tp2419p2424.html

At 08:35 PM 2/20/03 +0000, Chak Jack Wong wrote:
>Hi, I propose to add two functions to the FloatingRateCoupon.hpp, I wonder
>if people agree on that
>
>virtual Date fixingValueDate() const = 0;
>virtual Date adjustedAccruedEndDate() const = 0;

It's ok for me. The only thing is, I wonder if someone could come out with
a clearer name than "adjustedAccrualEndDate". Also, maybe
"adjustedFixingDate" would be more consistent?

Later,
         Luigi