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Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks

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Issue Date before Expiry Date

FuggeWolf opened this issue · comments

  • Throw error message if not(Issue Date < Expiry Date).
  • Seek for consistency in the argument lists: currently we have - at least - the following inconsistency:

    BondSpecification(): ..., expiry_date, issue_date, ...
    InflationLinkedBondSpecification(): ..., issue_date, expiry_date, ...

There is another inconsistency between BondSpecification() and InflationLinkedBondSpecification():
While for the inflation linked bond a coupon schedule is provided, for bonds coupon dates and coupons, or reference index, coupon_periods and spreads have to be given, respectively.

commented

Den 1sten Punkt habe ich gefixt.
2) Ich habe in der Schnittstelle beim Bond die Expiry und das Issue Date vertauscht, d.h. jetzt sollte es konsistent zum Inflation Linker sein.

to be tested by Stefan