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lballabio / QuantLib

The QuantLib C++ library
http://quantlib.org
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Constructing a 4W tenor Schedule raises RunTimeError #28

Closed smallnamespace closed 8 years ago

smallnamespace commented 8 years ago

https://github.com/lballabio/QuantLib/commit/0336d01ff2f85adfe9d0c1f6a2d45f1fdd542c0a seems to have introduced a bug where 4W tenor schedules can't be constructed:

RuntimeError: undecidable comparison between 4W and 1M

Caught this because it causes the PyQL test suite to break (I am a PyQL user).

lballabio commented 8 years ago

Yes, you're right. Thanks for the heads-up.