quantlib-dev

[Quantlib-dev] Cashflows accrued methods

[Peter C. <pca...@gm...>]

Hi Luigi, Nando,

the methods Cashflows::accruedPeriod(), accruedDays() and 
accruedAmount() default the settlementDate to Date(), which I guess 
should mean to take the evaluation date as the settlement date. However 
this does not work with the methods in Coupon invoked from here. As a 
result 0.0 is returned always, when no settlement date is specified.

I think therefore that

if (settlementDate == Date())
        settlementDate = Settings::instance().evaluationDate();

should be added to the methods mentioned above. I observe this in 1.1.

Regards
Peter

Re: [Quantlib-dev] Cashflows accrued methods

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

Yes, you're right.  Thanks for the heads-up.

Luigi

On Mon, Sep 17, 2012 at 10:06 PM, Peter Caspers <pca...@gm...> wrote:
> Hi Luigi, Nando,
>
> the methods Cashflows::accruedPeriod(), accruedDays() and accruedAmount()
> default the settlementDate to Date(), which I guess should mean to take the
> evaluation date as the settlement date. However this does not work with the
> methods in Coupon invoked from here. As a result 0.0 is returned always,
> when no settlement date is specified.
>
> I think therefore that
>
> if (settlementDate == Date())
>        settlementDate = Settings::instance().evaluationDate();
>
> should be added to the methods mentioned above. I observe this in 1.1.
>
> Regards
> Peter
>

Re: [Quantlib-dev] Cashflows accrued methods

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

Fixed in subversion.

Thanks,
    Luigi


On Wed, Oct 3, 2012 at 5:11 PM, Luigi Ballabio <lui...@gm...> wrote:
> Yes, you're right.  Thanks for the heads-up.
>
> Luigi
>
> On Mon, Sep 17, 2012 at 10:06 PM, Peter Caspers <pca...@gm...> wrote:
>> Hi Luigi, Nando,
>>
>> the methods Cashflows::accruedPeriod(), accruedDays() and accruedAmount()
>> default the settlementDate to Date(), which I guess should mean to take the
>> evaluation date as the settlement date. However this does not work with the
>> methods in Coupon invoked from here. As a result 0.0 is returned always,
>> when no settlement date is specified.
>>
>> I think therefore that
>>
>> if (settlementDate == Date())
>>        settlementDate = Settings::instance().evaluationDate();
>>
>> should be added to the methods mentioned above. I observe this in 1.1.
>>
>> Regards
>> Peter
>>