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Change BondSpecification interface

Open FuggeWolf opened this issue 5 years ago • 0 comments

In C++ there are several constructors for BondSpecification. The one that is swigged is insufficient as it does not distinguish between fixing dates and payment dates. In other words, it only accepts coupon period dates and spreads for the floating rate coupons. There is a constructor that offers to use CouponDescriptions that provide full information on the coupons. It has to be double-checked this constructor lacks the attribute issue_date (and possibly also first_trading_date); https://www.helaba-zertifikate.de/File/OpenPDF/DE000HLB3DU1/BD

FuggeWolf avatar Sep 24 '20 17:09 FuggeWolf