[Quantlib-dev] MakeCms Capped Rate

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

Hi,

is there a reason that the standard cms swaps constructed with MakeCms
have a capped rate
at 200% ?

https://github.com/lballabio/quantlib/blob/master/QuantLib/ql/instruments/makecms.cpp#L43

If no one objects I would like to send a pull request to remove the
cap. This might impact results
in existing code though, so I thought I better ask here.

Thank you
Peter