Re: Cashflows accrued methods

Posted by Luigi Ballabio on Oct 03, 2012; 3:11pm
URL: http://quantlib.414.s1.nabble.com/Cashflows-accrued-methods-tp9122p9123.html

Yes, you're right.  Thanks for the heads-up.

Luigi

On Mon, Sep 17, 2012 at 10:06 PM, Peter Caspers <[hidden email]> wrote:

> 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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