From: Luigi B. <lui...@fa...> - 2002-07-22 07:22:52
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At 10:04 PM 7/21/02 +0200, Ferdinando Ametrano wrote: >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(); This is a point I made mself in the past (see my post at http://www.geocrawler.com/archives/3/6863/2002/3/0/8235251/ ). However, the thread that followed (and which can be read at http://www.geocrawler.com/mail/thread.php3?subject=%5BQuantlib-users%5D+Floating+Coupons&list=6863 ) deemed me wrong. >>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? ;-) There might be some confusion, I agree. Nando, your smileys notwithstanding, I thought you were looking at it as part of your whole term structure/today's date/settlement date reorganization, weren't you? Later, Luigi |