Re: Problem in FixedCouponBond/FloatingRateBond causing Yield() to fail.

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/C-wrapper-tp4263p4266.html

On 12/04/2005 05:41:05 PM, Toyin Akin wrote:
> Basically if one were to construct a bond where the maturity date
> lands on a holiday (or weekend), and the date is to be adjusted to a  
> non-holiday (BusinessDayConvention = Following), then the date passed  
> to the redemption object will be the unadjusted date (via the Bond  
> constructor).

Right. I'll fix it shortly.

> Also, there is a bug within the mcbarriarengine class (cpp file). I
> think it should return the rebate amount instead of 0.0 (lines #140  
> and #213). (In fact the rebate amount is set by the constructor, but  
> never used within the class.)

Hmm. I'll have to look into it.

Thanks,
        Luigi

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feature, n:
        A surprising property of a program.  Occasionally documented.
        To call a property a feature sometimes means the author did not
        consider that case, and the program makes an unexpected, though
        not necessarily wrong response.  See BUG.  "That's not a bug,
        it's a feature!"  A bug can be changed to a feature by
        documenting it.