Re: [Quantlib-dev] [Quantlib-users] Last fixing date of a swap with respect to today [Kind of urgent]

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

On Jan 20, 2011, at 8:03 PM, Leon Sit wrote:
> In quantlib, is there a way to query the last fixing date of a swap
> with respect to the evaluation date?

Yes, but it's kind of complex.  You'll have to:
- ask the swap for its floating leg; if it's a VanillaSwap, call its  
floatingLeg() method; if it's a generic Swap, use the leg(i) method by  
passing the correct index;
- get a pointer to the last CashFlow; that's leg.back()
- downcast it to FloatingRateCoupon; that's
coupon = boost::dynamic_pointer_cast<FloatingRateCoupon>(leg.back());
- now you can use its fixingDate() method.

Luigi