[Quantlib-dev] Cashflows accrued methods

[Peter C. <pca...@gm...>]

Hi Luigi, Nando,

the methods Cashflows::accruedPeriod(), accruedDays() and 
accruedAmount() default the settlementDate to Date(), which I guess 
should mean to take the evaluation date as the settlement date. However 
this does not work with the methods in Coupon invoked from here. As a 
result 0.0 is returned always, when no settlement date is specified.

I think therefore that

if (settlementDate == Date())
        settlementDate = Settings::instance().evaluationDate();

should be added to the methods mentioned above. I observe this in 1.1.

Regards
Peter