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From: Slava M. <Sla...@ro...> - 2008-07-31 20:01:15
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Greetings, Is there any particular reason for restrictions in Period::frequency() method on the length in weeks and days? Firstly, it looks inconsistent with handling of months. Why in a similar manner couldn't it translate weeks and days via Frequency(52/length) and Frequency(366/length) respectively? Secondly, I have a real issue with such a restriction. I need to setup a fixed rate bond that pays coupon every 182 days unadjusted. So, in setting up a schedule I specified tenor as 182D or 26W, but the constructor of FixedRateBond object ends up in exception when such a schedule is passed as an input parameter. It would be okay for me if such a bond would have semiannual settings for frequency; moreover it looks like in majority cases "frequency" plays just a "decorative" role. Is there any workaround? Thanks, Slava Mazur |