[Quantlib-dev] FloatingRateCoupon::amount()

[Jens T. <jen...@st...>]

Hello,

while porting to C#, a few questions came up regarding
FloatingRateCoupon::amount(). First of all, I think the whole code might be
replaced by

    return (index_->fixing(fixingDate) + spread_) *
           accrualPeriod() * nominal();

I also suspect that their might be some confusion in the usage of fixingDate
and fixingValueDate in this method. Maybe the original author can have a
look at this?


Jens.