Risk Quantify Financial Engine

File Release Notes and Changelog

Release Name: 0.7.4

Notes: Version 0.7.4 (2005-04-01) * The payment amount on fixed rate flows is now calculated by dividing the rate by the number of payments per year (currently calculated by using the days in the period). If a periods_per_year value cannot be worked out, the day count convention is used. * A minor bug-fix to ACT/ACT.AFB

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Changes: 2005-04-04 Brett Hutley <brett@hutley.net> * test/code/test_fixed_flows.c: New test added. * src/rq/rq_floating_flow.c (rq_floating_flow_set_payment_amount): The payment amount on fixed rate flows is now calculated by dividing the rate by the number of payments per year. * src/rq/rq_date.c (rq_date_calc_periods_per_year): Added. 2005-03-31 Brett Hutley <brett@hutley.net> * src/rq/rq_enum.c (rq_day_count_convention_from_string): Added. * src/rq/rq_day_count.c (rq_day_count_get_year_fraction): Minor fix to ACT/ACT.AFB * test/code/test_day_count.c (main): Improved the day count testing.