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Fix ActualActual ISMA with a long first and short last coupon - #2946
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Update the final notional date at its current vector position after a long first coupon inserts an extra date at the beginning. Signed-off-by: Tianlang (Jackie) Chen <305351710+jackiectl2@users.noreply.github.com>
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Thanks, @jackiectl2. May you please check the CLAassistant comment above? |
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Hi, I think I have signed the CLA just now |
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Summary
When a schedule has a long first coupon and a short last coupon, inserting a notional date at the front shifts the index of the last date. Replace the final date using
back()so the last notional coupon updates the actual final entry.Fixes #2936.
Testing
quantlib-test-suite --run_test=QuantLibTests/DayCounterTests --log_level=errorpassed all 21 cases.