|
From: SourceForge.net <no...@so...> - 2007-10-22 10:52:18
|
Patches item #1734245, was opened at 2007-06-10 01:58 Message generated for change (Comment added) made by lballabio You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=312740&aid=1734245&group_id=12740 Please note that this message will contain a full copy of the comment thread, including the initial issue submission, for this request, not just the latest update. Category: None Group: None >Status: Closed >Resolution: Accepted Priority: 5 Private: No Submitted By: Piter Dias (piterdias) >Assigned to: Luigi Ballabio (lballabio) Summary: More generic FixedRateBond Class Initial Comment: Guys, I changed FixedRateBond class to include more complete information about coupon generation. Instead of passing just a Rates vector to the constructors, now we can pass a InterestRate vector too. ---------------------------------------------------------------------- >Comment By: Luigi Ballabio (lballabio) Date: 2007-10-22 12:52 Message: Logged In: YES user_id=75450 Originator: NO Partially applied. The FixedRateCoupon and FixedRateLeg classes were patched. The FixedRateBond was not, since the same functionality can be obtained without the patch. The Calendar fix was also applied. ---------------------------------------------------------------------- Comment By: Piter Dias (piterdias) Date: 2007-06-10 01:59 Message: Logged In: YES user_id=975167 Originator: YES File Added: FixedRateBond.patch ---------------------------------------------------------------------- You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=312740&aid=1734245&group_id=12740 |