Cashflows accrued methods

Posted by Peter Caspers-4 on Sep 17, 2012; 8:06pm
URL: http://quantlib.414.s1.nabble.com/Cashflows-accrued-methods-tp9122.html

Hi Luigi, Nando,

the methods Cashflows::accruedPeriod(), accruedDays() and
accruedAmount() default the settlementDate to Date(), which I guess
should mean to take the evaluation date as the settlement date. However
this does not work with the methods in Coupon invoked from here. As a
result 0.0 is returned always, when no settlement date is specified.

I think therefore that

if (settlementDate == Date())
        settlementDate = Settings::instance().evaluationDate();

should be added to the methods mentioned above. I observe this in 1.1.

Regards
Peter


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