Re: [Quantlib-users] Why doesn't FloatingRateBond has dayCounter() and frequency()?

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

Given a bond in general, you can't.  For instance, you might have a
convertible fixed-to-floater where the first part of the bond pays annual
fixed coupons and the second part pays semiannual floating-rate coupons,
possibly with a different day count.  What you might do is examine the
coupons themselves: call bond.cashflows(), iterate over it, and for each of
the cash flows try to downcast it to a coupon (using
ext::dynamic_pointer_cast<Coupon>) and call its methods.

Luigi


On Fri, Feb 12, 2021 at 6:29 AM jian Xu <jia...@gm...> wrote:

> 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
>