lballabio / QuantLib-SWIG

QuantLib wrappers to other languages
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Change payment lag from Naturals to Ints #598

Closed gbfredrik closed 11 months ago

gbfredrik commented 12 months ago

We saw some temporary build issues due to differences in the Natural/Integer payment lags. This brings the interface in line with these changes: https://github.com/lballabio/QuantLib/pull/1818.

Semi-related note: I noticed that the classes ZeroCouponSwap and EquityTotalReturnSwap still have the unchanged parameter Natural paymentDelay, both in the library and in QL-SWIG. Should those also be changed to Ints for consistency?