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SubPeriodCoupon can use the wrong fixing dates #2074

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lballabio opened this issue Sep 22, 2024 · 1 comment

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lballabio commented Sep 22, 2024

See https://www.implementingquantlib.com/2024/09/sub-periods-coupons.html. A possible solution is sketched at the end of the post.

Owner Author

lballabio commented Nov 11, 2024

Fixed in #2098.

lballabio closed this as completed

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