search

lballabio / QuantLib

The QuantLib C++ library
http://quantlib.org
Other
5.43k stars 1.8k forks source link

SubPeriodCoupon can use the wrong fixing dates #2074

Closed lballabio closed 2 weeks ago

lballabio commented 2 months ago

See https://www.implementingquantlib.com/2024/09/sub-periods-coupons.html. A possible solution is sketched at the end of the post.

lballabio commented 2 weeks ago

Fixed in #2098.