From: Ferdinando A. <fer...@am...> - 2002-07-21 20:04:36
|
At 04:50 PM 7/17/2002 +0200, Jens Thiel wrote: >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? Luigi? Are you alive? ;-) ciao -- Nando |