Posted by
Luigi Ballabio on
Feb 13, 2012; 5:22pm
URL: http://quantlib.414.s1.nabble.com/a-bug-in-Bonds-cpp-tp8727p8728.html
Yes, it's a bug. I've fixed it on the 1.2 branch now.
Thanks for the heads-up.
Luigi
On Mon, Feb 13, 2012 at 3:15 PM, Dagur Gunnarsson <
[hidden email]> wrote:
> hello,
>
> Is it ok, to post bugs in this mailgroup? I suspect that there is a bug in
> the following code.
>
> 00247
> Real Bond::accruedAmount(Date settlement) const {
> Real currentNotional = notional(settlementDate());
> if (currentNotional == 0.0)
> return 0.0;
>
> return BondFunctions::accruedAmount(*this, settlement);
> }
>
> the code is taken from
>
http://quantlib.sourcearchive.com/documentation/1.1-1/bond_8cpp_source.html>
> notional(settlementDate()) should be notional(settlement) instead - my unit
> tests stopped working for a bond that had a maturity the 8th of February.
>
> regards
> Dagur G
>
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