[Quantlib-dev] FixedRateCoupon contribution

[Piter D. <pit...@ca...>]

Luigi,

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.

Let me know what you think about it.

Thanks a lot.


Piter Dias
pit...@ca...