« Return to Thread: Re: [QuantLib-svn] SF.net SVN: quantlib:[16177] trunk/QuantLib

Re: [QuantLib-svn] SF.net SVN: quantlib:[16177] trunk/QuantLib

by Luigi Ballabio :: Rate this Message:

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On Thu, 2009-04-16 at 17:40 +0000, nando@... wrote:
> Revision: 16177
>           http://quantlib.svn.sourceforge.net/quantlib/?rev=16177&view=rev
> Author:   nando
> Date:     2009-04-16 17:40:01 +0000 (Thu, 16 Apr 2009)
>
> Log Message:
> -----------
> - removed Bond::faceAmount, as it is now ambiguous for amortizing bonds

We could disambiguate instead (initialFaceAmount/currentFaceAmount?)

> - a warning might be added in ConvertibleBond documentation stating
> that its behavior is unspecified in the case of amortizing bonds

Right. Or we could check constant notional as a precondition.

Luigi


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 « Return to Thread: Re: [QuantLib-svn] SF.net SVN: quantlib:[16177] trunk/QuantLib