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From: Luigi B. <lui...@gm...> - 2007-10-19 15:05:31
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On Sun, 2007-09-23 at 15:14 -0300, Piter Dias wrote: > I am reviewing the patch I sent some time ago. Piter, I committed part of your patch to the repository, namely, the FixedRateCoupon and FixedRateLeg parts. I'd rather keep the fixed-rate bond as it is, to keep it simple; it's still possible to instantiate a bond with InterestRate-based coupons by using the Bond constructor itself, as done in the test case. A question though: I had to increase the tolerance of the test case quite a bit to make it pass. Can you check out the sources and have a look at them to see if I made some mistake or if it's because of some other change that might have occurred in the meantime? Thanks, Luigi -- Call on God, but row away from the rocks. -- Indian proverb |