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Re: [Quantlib-users] Why doesn't FloatingRateBond has dayCounter() and frequency()?
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From: jian Xu <jia...@gm...> - 2021-02-12 05:30:00
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So given a bond in general, how to find out its accrual day count and the payment frequency? On Thu, Feb 11, 2021 at 3:33 PM Luigi Ballabio <lui...@gm...> wrote: > > Hello, > as Matthias says, FixedRateCoupon and FloatingRateCoupon are convenience classes used to build a bond, but don't have specific behavior. I'm not opposed to having them return some info, but I'd try to avoid storing too much extra data in them just for that purpose... > > Luigi > > > On Thu, Feb 11, 2021 at 9:44 PM <mat...@gm...> wrote: >> >> Hello Jian, >> >> I can only guess, but maybe the classes FixedRateBond and FloatingRateBond were thought of as "easy wrappers" around the main Bond class - making it more convenient for users to create a Bond instance with floating or fixed coupon legs (or none, in case of ZeroCouponBond). >> >> Actually I can only find one reference for the "frequency" accessor - and that one is in a unit test to ensure that frequency setting is sort of ignored for a custom schedule. >> >> Curious to hear other opinions. >> >> Thanks, >> >> Matthias >> >> >> -----Original Message----- >> From: jian Xu <jia...@gm...> >> Sent: Thursday, 11 February 2021 21:13 >> To: QuantLib users <qua...@li...> >> Subject: [Quantlib-users] Why doesn't FloatingRateBond has dayCounter() and frequency()? >> >> Hi, >> >> I noticed that FixedRateBond has dayCounter() and frequency() methods, but the FloatingRateBond does not. What's the reason for that? It seems to me that dayCounter and frequency are equally valid concepts for floating and fixed rate bonds. Or am I missing something? >> Thanks. >> >> Jian >> >> >> _______________________________________________ >> QuantLib-users mailing list >> Qua...@li... >> https://lists.sourceforge.net/lists/listinfo/quantlib-users >> >> >> >> _______________________________________________ >> QuantLib-users mailing list >> Qua...@li... >> https://lists.sourceforge.net/lists/listinfo/quantlib-users |
