[Quantlib-dev] [ quantlib-Bugs-1527326 ] American Exercise Date Check is incorrect

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Bugs item #1527326, was opened at 2006-07-23 16:33
Message generated for change (Comment added) made by lballabio
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Category: None
Group: None
>Status: Closed
>Resolution: Fixed
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
>Assigned to: Luigi Ballabio (lballabio)
Summary: American Exercise Date Check is incorrect

Initial Comment:
In the class AmericanExercise in the constructor a 
check is placed that earliest is smaller than latest. 
This should be earliest<=latest, the text is 
correct "earliest>=latest exercise date.

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>Comment By: Luigi Ballabio (lballabio)
Date: 2006-07-24 16:57

Message:
Logged In: YES 
user_id=75450

The test depends on whether or not we allow earliest==latest
(in which case it's not really American, but we can see it
as a degenerate case.)

Anyway, I changed the check in CVS to allow equality.


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You can respond by visiting: 
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