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Issue Date before Expiry Date

Open FuggeWolf opened this issue 5 years ago • 3 comments

  • Throw error message if not(Issue Date < Expiry Date).
  • Seek for consistency in the argument lists: currently we have - at least - the following inconsistency:

    BondSpecification(): ..., expiry_date, issue_date, ... InflationLinkedBondSpecification(): ..., issue_date, expiry_date, ...

FuggeWolf avatar Jul 02 '20 06:07 FuggeWolf

There is another inconsistency between BondSpecification() and InflationLinkedBondSpecification(): While for the inflation linked bond a coupon schedule is provided, for bonds coupon dates and coupons, or reference index, coupon_periods and spreads have to be given, respectively.

FuggeWolf avatar Jul 07 '20 09:07 FuggeWolf

Den 1sten Punkt habe ich gefixt. 2) Ich habe in der Schnittstelle beim Bond die Expiry und das Issue Date vertauscht, d.h. jetzt sollte es konsistent zum Inflation Linker sein.

favdo avatar Aug 12 '20 12:08 favdo

to be tested by Stefan

FuggeWolf avatar Aug 18 '20 06:08 FuggeWolf