[Quantlib-dev] [ quantlib-Bugs-3525797 ] OIS Coupon calculation

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Bugs item #3525797, was opened at 2012-05-11 03:31
Message generated for change (Tracker Item Submitted) made by miemiec
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Andre Miemiec (miemiec)
Assigned to: Nobody/Anonymous (nobody)
Summary: OIS Coupon calculation 

Initial Comment:
I came across a tiny bug in the computation of overnight index coupons. In the file overnightindexcoupon.cpp the funtion swapletRate has a while slope
of type while( fixingDates[i]<today && i<n). When you try to compute the coupon on the payment date than the condition i<n is not satified but the access in fixingDates[i] is executed before. The program crahes.  

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You can respond by visiting: 
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