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From: Toyin A. <toy...@ho...> - 2007-12-03 06:11:16
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Hi Luigi, =20 Within the IborLeg class, the Leg() method creates and returns a Leg (cashf= low array). =20 However it only checks whether the internal caps/floors arrays are empty be= fore applying a default couponPricer object to the leg. The method also nee= ds to check the inArrears_ flag otherwise a mispricing can occur as the def= ault couponPricer object is not correct in the inArrears case. =20 Toy out... _________________________________________________________________ Celeb spotting =96 Play CelebMashup and win cool prizes https://www.celebmashup.com= |