Hi,
In commit 9c05688 utils.cpp was changed to remove support for QuantLib::Thirty360(), with comment saying it was deprecated as of QuantLib 1.23.
I don't believe that's true. In the release notes of QuantLib 1.23, it says: "Deprecated default constructor for actual/actual and 30/360 day counters; the desired convention should now be passed explicitly."
That is, the QuantLib just enforces a convention to be explicitly specified for thirty360. It did not remove support for thirty360.
Potential Fix# utils.cpp Line 381
else if (n==6)
return QuantLib::Thirty360(QuantLib::Thirty360::BondBasis);
Or, do what's done with the ActualActual, and add in more if else statements for different Thirty360 conventions. We probably should update Enum as well if we do that.
Thoughts?
RetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4