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Extension of BondSpecification interface by Caps/Floors #12

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FuggeWolf opened this issue Jul 2, 2020 · 5 comments
Open

Extension of BondSpecification interface by Caps/Floors #12

FuggeWolf opened this issue Jul 2, 2020 · 5 comments
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@FuggeWolf
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  • Extend BondSpecification() by two more arguments for lists of caps and/or floors.
  • Verify the error messages for the wrong number of arguments (-2, -1, +1, +2).
@favdo
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favdo commented Aug 12, 2020

  • gefixt, Schnittstelle ist nun definiert durch BondSpecification(
    const std::string& id,
    const std::string& issuer,
    const std::string& secLvl,
    const std::string& curr,
    const ptime &expiry,
    const ptime& issueDate,
    double notional,
    const std::string& dc,
    const std::vector& fixedCouponDates,
    const std::vector& fixedCoupons,
    const std::string floatingRateUnderlying,
    const std::vector& floatingPeriods,
    const std::vector& spreads,
    const std::vector& floatingRateCaps = std::vector(),
    const std::vector& floatingRateFloors = std::vector(),

    const std::string& holidays = ""
    )

@favdo
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favdo commented Aug 12, 2020

Zu 2) Was ist damit nochmal gemeint?

@favdo favdo added the question Further information is requested label Aug 12, 2020
@FuggeWolf
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zu 2)
Falls man BondSpecification mit der falschen Anzahl an Parametern aufruft, erhält man eine Fehlermeldung. Diese ist aber manchmal eher verwirrend: ich glaube bei +2 Argumenten, lautete die Fehlermeldung, dass eines zu viel sei. NImmt man das weg, erhält man eine ganz andere Meldung, die nichts mit der Anzahl zu tun hat.

@FuggeWolf FuggeWolf assigned favdo and unassigned FuggeWolf Aug 14, 2020
@favdo
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favdo commented Aug 17, 2020

zu 2) da nicht leicht zu fixen, muss dies in der pyriva Schnittstelle behandelt werden

@favdo favdo removed the question Further information is requested label Aug 17, 2020
@favdo favdo assigned FuggeWolf and unassigned favdo Aug 17, 2020
@FuggeWolf
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to be tested by Stefan

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