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From: NickG <ng...@bg...> - 2017-07-19 13:18:48
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Hi Francois, When I added the ex-coupon code, it was primarily with European government bonds in mind. These either have adjusted coupons (eg Italian BTP) or ex-dividend dates (eg UK Gilts) but not both. I wonder if there are any other situations outside of SA, where both coincide. An extra parameter certainly wont hurt. Nick -- View this message in context: http://quantlib.10058.n7.nabble.com/Ex-coupon-adjustment-based-on-unadjusted-coupon-dates-tp18430p18431.html Sent from the quantlib-dev mailing list archive at Nabble.com. |