Re: [Quantlib-users] getting the set of reset dates of a float leg

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Thanks a lot Nicolas and Luigi, I will check out the CVS version.
Jack

Nicolas Di C=E9sar=E9 wrote:

> En r=E9ponse =E0 Chak Jack Wong <Cha...@mo...>:
>
> Hi all,
>
> The solution is in the cvs tree. Now, the FloatingRateCoupon contains a=
 virtual
> fixingDate() method. The use of Handle<FloatingRateCoupon> provides you=

> a fixing date.
>
> Nicolas
>
> > Hi, Perssin,
> > Thanks a lot.  However, the accrual start date is not really the rese=
t
> > date
> > the reset date is   calender.advance( accrualstartdate, -fixingdate,
> > Days, Preceding )
> > See FloatingReateCoupon::Amount()
> >
> >
> > Jack
> >
> >
> >
> > Perissin Francesco wrote:
> >
> > >
> > >
> > > Hi Chak
> > >
> > > given that leg_ is a  std::vector<Handle<CashFlow> >
> > > you could try:
> > >
> > >
> > > std::vector<Handle<CashFlow> >::const_iterator begin, end;
> > > begin =3D leg_.begin();
> > > end   =3D leg_.end();
> > > for (; begin !=3D end; ++begin) {
> > >         Handle<Coupon> coupon =3D *begin;
> > >         QL_ENSURE(!coupon.isNull(), "not a coupon");
> > >         Date payDate =3D coupon->date();
> > >         Date cashFlowAccrualStartDate =3D coupon->accrualStartDate(=
);
> > > }
> > >
> > >
> > >
> > > -----Original Message-----
> > > From: Chak Jack Wong [mailto:Cha...@mo...]
> > > Sent: Thursday, February 20, 2003 2:31 PM
> > > To: qua...@li...
> > > Subject: [Quantlib-users] getting the set of reset dates of a float=

> > > leg
> > >
> > > Hi,
> > > I have got some trouble of getting all the reset dates from a float=

> > > leg.
> > >
> > > From the FloatingRateCouponVector function, I can only get a vector=
<
> > > handle< cashflow > > , from which I can get  paydates, but not the
> > > reset
> > > dates.  I can't get this from the floatratecoupon either.
> > > What do I miss?
> > > Jack
> > >
> > > --
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> --
> Nicolas Di C=E9sar=E9
> http://nicolas.dicesare.free.fr

--
This is not an offer (or solicitation of an offer) to buy/sell the
securities/instruments mentioned or an official confirmation.  Morgan Sta=
nley may
deal as principal in or own or act as market maker for securities/instrum=
ents
mentioned or may advise the issuers.  This may refer to a research analys=
t/research
report. Unless indicated, these views are the author's and may differ fro=
m those of
Morgan Stanley research or others in the Firm. We do not represent this i=
s accurate
or complete and we may not update this.  Past performance is not indicati=
ve of
future returns. For additional information, research reports and importan=
t
disclosures, contact me or see https://secure.ms.com.  You should not use=
 email to
request, authorize or effect the purchase or sale of any security or inst=
rument, to
send transfer instructions, or to effect any other transactions.  We cann=
ot
guarantee that any such requests received via email will be processed in =
a timely
manner.  This communication is solely for the addressee(s) and may contai=
n
confidential information.  We do not waive confidentiality by mistransmis=
sion.
Contact me if you do not wish to receive these communications.  In the UK=
, this
communication is directed in the UK to those persons who are market count=
erparties
or intermediate customers (as defined in the UK Financial Services Author=
ity's
rules).