Posted by
Luigi Ballabio on
Aug 26, 2008; 4:22pm
URL: http://quantlib.414.s1.nabble.com/indexFixing-tp6526p6527.html
On Wed, 2008-08-20 at 15:50 -0500, Li, Peter wrote:
> Why use iborcoupon::indexFixing( ) to override
> fixedratecoupon::indexFixing( )?
>
> It seems to me that the index rate will be forecasted based on the
> tenor (say 6M for LIBOR6M), that is as
> fixedratecoupon::indexFixing( ).
>
> The iborcoupon::indexFixing( ) forcasts rate based on accrued period,
> that could be less than 6M for irregular coupon period.
>
> It seems to me that fairRate( ) should call
> fixedratecoupon::indexFixing( ) rather than
> iborcoupon::indexFixing( ),
Peter,
sorry, but I'm not following. May you give me some context? What part
of the code are you talking about? For instance, may you point me to the
relevant files and methods?
Thanks,
Luigi
--
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.
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