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Ciao all, as Luigi suggested there is code that clips the start date of the schedule plan to the end of the month. It seems that this behaviour is happening...
Hello @lballabio, which is your opinion about this issue? Could it be a corner case happening when effectiveDate and firstDate are falling in the same month and in the same...
Ciao all, in this specific case the reference date ref is calculated as one day before the start date, so the difference amount is due to this one-day discrepancy. The...
Hi @qiubill or @erikhansenwong could you please post a quick code reproducing the desired behavior? Thanks!
Hello @lballabio, how would you implement this requirement? With a new virtual member function in class `Bond` that can be eventually re-implemented in derived classes? I see that almost all...
> I don't think QuantLIb will implement it, because it is not generic feature. Yes, if it's too specific it probably makes sense to leave the implementation out of the...
Ciao all, the calculations of coupon and accrued amount are performed in class FixedRateCoupon, in member functions amount and accruedAmount. In order to implement this logic for domestic Russian bonds...
Hi all, if @lballabio agrees with the analysis above I can try to code a PR for this. Of course if any QuantLib experienced developer has suggestions/ideas about this topic...
@dvulis thanks for pointing it out. If you have other examples please provide them. If you could provide the ISIN of each example it would be really great. Having more...
Hi @lballabio and @ralfkonrad, thanks for your suggestions. As a newbie C++ developer I am following this discussion with attention and interest. There's a lot to be learned here! :smile:...