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Showing content from https://github.com/eddelbuettel/rquantlib/pull/156 below:

Enum DayCounter 1 says Actual360FixEd but code uses Actual365Fixed · Issue #156 · eddelbuettel/rquantlib · GitHub

?RQuantLib::Enum shows DayCounter = 1 to mean "Actual360FixEd", but code src/utils.cpp line 69 of master shows QuantLib::Actual365Fixed() is returned if n==1

I guess that means the documentation is wrong?

I have RQuantLib 0.4.12 installed.


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