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From: Piter D. <pit...@ma...> - 2007-06-10 00:03:35
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Guys, I order to have a more generic FixedRateBond class I included two constructors that are able to receive an InterestRate vector. This way someone can setup a more generic coupon generation. I needed that, for example, to setup NTN-F Brazilian public bond. Test Suite includes examples with that bond. I think we should have an amortization schedule two but I don´t know when I will be able to do that. There is a correction to a mistake I made in Calendar::businessDaysBetween too, when from and to dates are the same. I hope you guys enjoy and use it in the next QuantLib version. Once SF didn´t accept my zip file by email I sent using Patche option of SF. Regards, Piter Dias pit...@ca... Piter Dias pit...@ca... |