[Quantlib-dev] SWIG updated and problem with InArrearIndexedCouponVector

[Joseph W. <jo...@gn...>]

I've synced up QuantLib-SWIG to the latest changes in QuantLib, but there is a 
problem with InArrearIndexedCouponVector which I've commented out for now.

The problem is that InArrearIndexedCouponVector tries to use 

    return QuantLib::IndexedCouponVector<InArrearIndexedCoupon>(
                                                  schedule,paymentAdjustment,
                                                  nominals,fixingDays,libor,
                                                  gearings,spreads,dayCount,
                                                  isInArrears);

The trouble with that is the IndexedCouponVector expects the coupon to have an 
isInArrears parameter which InArrearIndexedCoupon doesn't have.

-- 
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Joseph Wang Ph.D. - jo...@gn...  
China Derivatives Researcher and Software Developer - QuantLib
http://en.wikiversity.org/wiki/User:Roadrunner