Re: spread not used within some of the capfloor engine classes

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Java-wrapper-test-program-using-Eclipse-3-1-1-tp4555p4583.html

On 03/22/2006 06:27:48 AM, Toyin Akin wrote:
> Apart from the blackcapfloorengine class, I do not believe that any  
> of the other capfloor engine classes use the spread value stored with  
> the cashflow coupons.

Toyin,
        you're right. I'm puzzled though---do caps and floors allow a  
spread? Maybe we should just check that no spread is provided?

Later,
        Luigi


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There are two ways to write error-free programs; only the third one  
works.
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