Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib:[15947] trunk/QuantLib

[Luigi B. <lui...@gm...>]

On Fri, 2009-02-20 at 13:37 +0000, na...@us... wrote:
> Log Message:
> -----------
> removed redundant parameter
> 
> Modified: trunk/QuantLib/ql/instruments/assetswap.cpp
> ===================================================================
> --- trunk/QuantLib/ql/instruments/assetswap.cpp	2009-02-20 13:36:45 UTC (rev 15946)
> +++ trunk/QuantLib/ql/instruments/assetswap.cpp	2009-02-20 13:37:51 UTC (rev 15947)
> @@ -35,16 +35,14 @@
>                           Real bondCleanPrice,
>                           const boost::shared_ptr<IborIndex>& index,
>                           Spread spread,
> -                         const Date& settlementDate,
>                           const Schedule& floatSch,
>                           const DayCounter& floatingDayCounter,
>                           bool parSwap)
> -    : Swap(2), spread_(spread), bondCleanPrice_(bondCleanPrice),
> -      settlementDate_(settlementDate) {
> +    : Swap(2), spread_(spread), bondCleanPrice_(bondCleanPrice) {
>  
>          Schedule schedule = floatSch;
>          if (floatSch.empty()) {
> -            schedule = Schedule(bond->settlementDate(settlementDate),
> +            schedule = Schedule(bond->settlementDate(),
>                                  bond->maturityDate(),
>                                  index->tenor(),
>                                  index->fixingCalendar(),


Not entirely redundant---before the change, if the reference date for
the term structure was 2 days from today, the schedule would start 5
days from today. Now it starts 3 days from today, so there was some
information in that parameter that cannot be retrieved elsewhere. The
question is, was the past behavior the correct one, or is the new one?

Luigi


-- 

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