[Quantlib-dev] Some issues

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

Hi Luigi,

can you have a look at the following issues or delegate them to the original
authors?


A) Term Structures:

ZeroSpreadedTermStructure and ForwardSpreadedTermStructure BOTH
implement/override forwardImpl() AND zeroYieldImpl(), resulting in an
identical behaviour.


B) ShortFloatingRateCoupon vs. FloatingRateCoupon

Method amount(): Usage of Preceding for rolling back fixing dates is
different and has changed compared to earlier CVS version.



C) Calendars:

Johannesburg calendar class:

  Saturday not documented but implemented as holiday
  may need to add: Human Rights Day 21 March
	(see http://www.national-holidays.com/)
  (anyone from South Africa here?)


London calendar class:

  Some exceptions not properly documented but implemented


Budapest implementation:

  Nov 1st is "All Saints Day", not Labour day.


Sydney calendar

  Documentation from Wellington???
  New Years day possibly not moved?
	(see http://www.national-holidays.com/)
  (anyone from Australia?)


Toronto:

  Some forwards to Monday are not documented but implemented




Regards,

Jens.