Re: [Quantlib-dev] Cashflows accrued methods

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

Yes, you're right.  Thanks for the heads-up.

Luigi

On Mon, Sep 17, 2012 at 10:06 PM, Peter Caspers <pca...@gm...> wrote:
> 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
>