RE: ParCoupon class
Posted by Luigi Ballabio-2 on Apr 30, 2003; 9:13am
URL: http://quantlib.414.s1.nabble.com/ParCoupon-class-tp2503p2507.html
At 04:29 PM 4/30/03 +0200, Andre Louw wrote:
>One more thing, in the inheritance tree, IndexedCoupon has both InArrear,
>and UpFront Coupons inheriting from it. ParCoupon has nothing, is this
>portion still missing or am I missing something? Is it not possible to have
>a "par" coupon fixing at the end?
Right, it's not possible. A par coupon has too much constraints.
Bye,
Luigi