[Quantlib-dev] [ quantlib-Bugs-1656248 ] Error in cashflowvectors if a single cash flow exists

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Bugs item #1656248, was opened at 2007-02-09 17:59
Message generated for change (Comment added) made by lballabio
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Category: None
Group: None
>Status: Closed
>Resolution: Invalid
Priority: 5
Private: No
Submitted By: Nobody/Anonymous (nobody)
>Assigned to: Luigi Ballabio (lballabio)
Summary: Error in cashflowvectors if a single cash flow exists

Initial Comment:
Version: 0.3.14
File: cashflowvectors.cpp

Error if a forward starting bond is created and the start date is Saturday and the maturity date is on the following Monday. SCHEDULE only create one cash flow date. Routines ends with an error on row with
Date start = schedule.date(0), end = schedule.date(1);

My Fix:
int indxend = (schedule.size() <= 1) ? 0 : 1;
Date start = schedule.date(0), end = schedule.date(indxend);

Best regards

Thomas Karlström

EMAIL: tho...@fr...

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>Comment By: Luigi Ballabio (lballabio)
Date: 2007-11-28 11:32

Message:
Logged In: YES 
user_id=75450
Originator: NO

The behavior is correct---If only one date is given, an error should be
launched as the code does not make assumptions (such as the assumption that
the given date is to be used twice.)
If you really want the bond to start on a Saturday, you'll probably want
to use the Unadjusted convention when you instantiate the schedule. This
will keep both dates and allow you to instantiate the bond.

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