Peter Caspers

We will fix this in the upcoming bug fix release 1.8.13.1

I am seeing a similar issue when computing yields for bonds with short first period. Could we add a new compounding method SimpleThenCompounded2 (we might find a better name for...

Yes I would be in favor of this. Would we change the discounting logic for all methods or just this one you think?

Some references: [ICMA book](https://www.google.com/url?sa=t&source=web&rct=j&opi=89978449&url=https://www.icmagroup.org/assets/documents/Media/Bondmarketsbook/Bond%2520markets_structures%2520and%2520yield%2520calculations.pdf&ved=2ahUKEwiQ8ujQh-KMAxW987sIHZ93EWgQFnoECBYQAQ&usg=AOvVaw2vEdAaAurgZ8dHigfXysNJ), [OpenGamma Bond Pricing](https://www.google.com/url?sa=t&source=web&rct=j&opi=89978449&url=https://quant.opengamma.io/Bond-Pricing-OpenGamma.pdf&ved=2ahUKEwij0cL3h-KMAxXcgf0HHamWFR4QFnoECBkQAQ&usg=AOvVaw05ftft3P0pUMwfU0wBfYPn) I think the treatment of SimpleThenCompounded resp. CompoundedThenSimple might not belong in `InterestRate::compoundFactor()`. What matters there is Simple, Compounded, Continuous. Then there is...

Hi Luigi, we have a suggestion, currently testing this on some larger data set against a 3rd party library. We can provide a PR soon....

The following URIs on tag v1.8.13.1 are wrong ``` [submodule "QuantLib"] path = QuantLib url = [email protected]:qs/quantlib.git branch = master ignore = dirty [submodule "ORE-SWIG/QuantLib-SWIG"] path = ORE-SWIG/QuantLib-SWIG url =...

will be fixed in the upcoming 1.8.13.1 release

This is how is _should_ work at least (there might be issues of course, so I'd be grateful for feedback where it doesn't work as described here): When you reference...

That's a good idea, it seems quite natural to populate the fixing date with the observation date of PAY(). We'll add this. Thanks!

Hi! Just to be sure - are you setting - includePastCashflows to true in the cashflow analytic settings (in ore.xml) and - IncludePastCashflows to true in the EngineParameters of the...