Re: [Quantlib-dev] FixedRateCoupon contribution

[Luigi B. <lui...@gm...>]

On Sun, 2007-09-23 at 15:32 -0300, Piter Dias wrote:
> I am reviewing the patch I sent some time ago.
> My plan is send Bondvpatch again once there was some changes in QuantLib.
> However, my changes are based on FixedRateCoupon and FixedRateLeg classes
> generalization. I send them attached in this mail.
> The idea is be able to construct more complex cash flow structures and allow
> rates other than simple.
> This patch is backward compatible, tested with QuantLib Test Suite.
> 
> This patch has a little correct in BusinessDaysBetween function of Calendar
> class.

Ok, I'll have a look.

Thanks,
	Luigi


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