Re: [Quantlib-dev] Preliminary 0.9.0 tarballs - IborLeg class

[Luigi B. <lui...@gm...>]

On Mon, 2007-12-03 at 06:11 +0000, Toyin Akin wrote:
> Within the IborLeg class, the Leg() method creates and returns a Leg
> (cashflow array).
>  
> However it only checks whether the internal caps/floors arrays are
> empty before applying a default couponPricer object to the leg. The
> method also needs to check the inArrears_ flag otherwise a mispricing
> can occur as the default couponPricer object is not correct in the
> inArrears case.

You're right. I've fixed it.

Thanks,
	Luigi


-- 

Perfection is reached, not when there is no longer anything to add, but 
when there is no longer anything to take away. 
-- Antoine de Saint-Exupery