20 Apr 13:58
[ quantlib-Bugs-1947150 ] inflationPeriod incorrect for SemiAnnual and Quarterly frequ
From: SourceForge.net <noreply <at> sourceforge.net>
Subject: [ quantlib-Bugs-1947150 ] inflationPeriod incorrect for SemiAnnual and Quarterly frequ
Newsgroups: gmane.comp.finance.quantlib.devel
Date: 2008-04-20 11:59:58 GMT
Subject: [ quantlib-Bugs-1947150 ] inflationPeriod incorrect for SemiAnnual and Quarterly frequ
Newsgroups: gmane.comp.finance.quantlib.devel
Date: 2008-04-20 11:59:58 GMT
Bugs item #1947150, was opened at 2008-04-20 04:59 Message generated for change (Tracker Item Submitted) made by Item Submitter You can respond by visiting: https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1947150&group_id=12740 Please note that this message will contain a full copy of the comment thread, including the initial issue submission, for this request, not just the latest update. Category: None Group: None Status: Open Resolution: None Priority: 5 Private: No Submitted By: Nobody/Anonymous (nobody) Assigned to: Nobody/Anonymous (nobody) Summary: inflationPeriod incorrect for SemiAnnual and Quarterly frequ Initial Comment: Hi, inflationPeriod incorrect for SemiAnnual and Quarterly frequencies. It should read: case Semiannual: startMonth = Month(6*((month-1)/6) + 1) and case Quarterly: startMonth = Month(3*((month-1)/3) + 1)(Continue reading)
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