JQuantLib

Review VanillaSwap

Bug #1209940 reported by Richard Gomes
6
This bug affects 1 person
Affects Status Importance Assigned to Milestone
JQuantLib
New
Medium
Unassigned

Bug Description

Why VanillaSwap diverged from QuantLib?

An additional parameter fixingDates (when comparing to QL/C++) is being passed to VanillaSwap.

Please fix this issue or explain what the need is.

Tags: code-review
Revision history for this message
Richard Gomes (frgomes) wrote :

For your information

Revision history for this message
Q Boiler (q.boiler) wrote :

Sending Back to the Pool
Swaps will be targeted for the second half of the year.

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