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From: Ioannis R. <qua...@de...> - 2022-10-29 13:44:41
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Hi Peter, I am struggling to understand the reason for introducing the AverageONIndexedCoupon given the existence of the ORE version of OvernightIndexedCoupon which has extended the same named QuantLib class to deal with rate cutoff, lookback etc. As a matter of fact, the OvernightIndexedCoupon had a wider scope as one can see from its constructor that contains the same parameters as AverageONIndexedCoupon, but also the additional optional three below: refPeriodStart refPeriodEnd includeSpread The current situation is confusing as some classes link to AverageONIndexedCoupon and others to OvernightIndexedCoupon Ioannis -- Diese E-Mail wurde von Avast-Antivirussoftware auf Viren geprüft. www.avast.com |