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Consistency Checks: Coupon Dates <=> Coupons, Coupon Periods <=> Spreads

Open FuggeWolf opened this issue 5 years ago • 1 comments

  • Throw an error message if the number of coupons is not equal to the number of coupon dates.
  • Avoid kernel shutdown if coupon dates, but no coupons (i.e. empty list) are porvided.
  • Throw an error message if the number of spreads is not equal to the number of coupon dates minus one: len(Spreads) == len(Coupon_Period_Dates) - 1.

FuggeWolf avatar Jul 02 '20 05:07 FuggeWolf

to be tested by Stefan

FuggeWolf avatar Aug 18 '20 06:08 FuggeWolf