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Re: Cashflows accrued methods

Posted by Luigi Ballabio on Nov 21, 2012; 11:01am
URL: http://quantlib.414.s1.nabble.com/Cashflows-accrued-methods-tp9122p9124.html

Fixed in subversion.

Thanks,
    Luigi


On Wed, Oct 3, 2012 at 5:11 PM, Luigi Ballabio <[hidden email]> wrote:

> 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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