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Consistency Checks: Coupon Dates <=> Coupons, Coupon Periods <=> Spreads #13

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FuggeWolf opened this issue Jul 2, 2020 · 1 comment

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FuggeWolf commented Jul 2, 2020

Throw an error message if the number of coupons is not equal to the number of coupon dates.
Avoid kernel shutdown if coupon dates, but no coupons (i.e. empty list) are porvided.
Throw an error message if the number of spreads is not equal to the number of coupon dates minus one:
len(Spreads) == len(Coupon_Period_Dates) - 1.

favdo assigned FuggeWolf

favdo added question and removed question labels

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FuggeWolf commented Aug 18, 2020

to be tested by Stefan

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