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?

Piter,
	I added the required parameters to the CVS version. Now you can =20
specify both an accrual convention and a payment convention. Setting =20
the first as Unadjusted and the second to whatever convention you use =20
to determine the payment date will give you the desired behavior.

Later,
	Luigi


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