Re: [Quantlib-users] Re: cashflows in fixedcouponbond

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

On 12/10/2005 07:27:45 PM, Piter Dias wrote:
>=20
> We had a flag in our software to tell if coupon should be adjusted
> (accrue extra days of coupon when you move to a workday) or not. Is =20
> there something similar in QuantLib?

Bonds take a rolling convention. You could pass Unadjusted to get the =20
effect you're after. However, I'll have to check whether this would =20
inhibit payment adjustment.

Later,
	Luigi

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