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Project is not building #13

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pelife opened this issue May 23, 2014 · 3 comments
Closed

Project is not building #13

pelife opened this issue May 23, 2014 · 3 comments

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@pelife
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pelife commented May 23, 2014

The version 1.4 is not building
image
it seems that there are some commits pending.

@pelife
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pelife commented May 23, 2014

BermudaSwaption.cs (line 152)
this code:

 for (int i = 0; i < NumRows; i++)
            {
                int j = NumCols - i - 1; // 1x5, 2x4, 3x3, 4x2, 5x1
                int k = i * NumCols + j;
                Quote vol = new SimpleQuote(SwaptionVols[k]);
                swaptions.Add(new SwaptionHelper(swaptionMaturities[i],
                                   new Period(SwapLenghts[j], TimeUnit.Years),
                                   new Handle<Quote>(vol),
                                   indexSixMonths,
                                   indexSixMonths.tenor(),
                                   indexSixMonths.dayCounter(),
                                   indexSixMonths.dayCounter(),
                                   rhTermStructure, false));
                swaptions.Last().addTimesTo(times);
            }

should not have the last boolean parameter (false). The SwaptionHelper class does not have a constructor with this parameter.

@pelife
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pelife commented May 23, 2014

Bond.cs in the bonds example (line 476 - 484)
this is wrong

  Console.WriteLine("Previous coupon".PadLeft(widths[0]) + "{0,10:0.00%}{1,10:0.00%}{2,10:0.00%}",
                                "N/A",
                                fixedRateBond.previousCoupon(),
                                floatingRateBond.previousCoupon());

            Console.WriteLine("Next coupon".PadLeft(widths[0]) + "{0,10:0.00%}{1,10:0.00%}{2,10:0.00%}",
                              "N/A",
                              fixedRateBond.nextCoupon(),
                              floatingRateBond.nextCoupon());

This is the correct

  Console.WriteLine("Previous coupon".PadLeft(widths[0]) + "{0,10:0.00%}{1,10:0.00%}{2,10:0.00%}",
                                "N/A",
                                fixedRateBond.previousCouponRate(),
                                floatingRateBond.previousCouponRate());

            Console.WriteLine("Next coupon".PadLeft(widths[0]) + "{0,10:0.00%}{1,10:0.00%}{2,10:0.00%}",
                              "N/A",
                              fixedRateBond.nextCouponRate(),
                              floatingRateBond.nextCouponRate());

@amaggiulli
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Fixed ty

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