[Quantlib-dev] I need more flexibility in FixedRateBond class

[Piter D. <pit...@pi...>]

Mantainers, 

I was playing a little with QuantLibXL and realized that
it was not able to replicate the cashflows for most of Brazilian local
treasuries.  

It due to the coupon rules of these Brazilian bonds that are
semi-annualy coumpounded. 

The same samples work in Test Suite but there I
used the more generic Bond class itself, instead of FixedRateBond.


FixedRateBond class uses linear coupon rate and I would like include some
more constructors in favour of flexibility. As far as I did until now, the
changes are backward compatible with the current code (I don't believe the
final version will have any compatible issue). I will include test for the
changes and run the whole test suite after doing it. 

Once this work is
done (this week I hope) I will change QuantLibAddin and QuantLibXL for
using it (it seems that backward compatibility will not be hard as well),
so I can replicate the Brazilian bonds. 

That said, what is the best way
to send the changes? Would you prefer all the changed files (and some
explanation about it), a document with the changes or a diff file?


Regards, 

-- 

-------------------------

Piter
Dias
pit...@pi...