Re: a bug in Bonds.cpp

Posted by Dagur Gunnarsson-2 on Feb 14, 2012; 11:10am
URL: http://quantlib.414.s1.nabble.com/a-bug-in-Bonds-cpp-tp8727p8729.html

Hello,

I suspect that this bug is also in 

00232     Rate Bond::yield(Real cleanPrice,
                     const DayCounter& dc,
                     Compounding comp,
                     Frequency freq,
                     Date settlement,
                     Real accuracy,
                     Size maxEvaluations) const {
        Real currentNotional = notional(settlementDate());
        if (currentNotional == 0.0)
            return 0.0;

        return BondFunctions::yield(*this, cleanPrice, dc, comp, freq,
                                    settlement, accuracy, maxEvaluations);
    }

regards 

Dagur G

On Mon, Feb 13, 2012 at 5:22 PM, Luigi Ballabio <[hidden email]> wrote:

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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