SourceForge.net | 20 Apr 13:58

[ quantlib-Bugs-1947150 ] inflationPeriod incorrect for SemiAnnual and Quarterly frequ

Bugs item #1947150, was opened at 2008-04-20 04:59
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: inflationPeriod incorrect for SemiAnnual and Quarterly frequ

Initial Comment:
Hi, 

inflationPeriod incorrect for SemiAnnual and Quarterly frequencies.  It should read:

case Semiannual:
   startMonth = Month(6*((month-1)/6) + 1)

and

case Quarterly:
   startMonth = Month(3*((month-1)/3) + 1)

with the other lines unchanged.

Best regards,
chris.kenyon <at> yahoo.com

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