Make BondFunctions BPV and YVBP consistent #1900
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- Make BondFunctions::basisPointValue() and yieldValueBasisPoint() overloads taking DayCounter, Compounding, and Frequency call the overloads taking an InterestRate to correct settlement date- handling as well as to be consistent with similarly-paired methods
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jez6
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2-make-basispointvalue-and-yieldvaluebasispoint-behavior-consistent-with-other-bondfunctions-methods
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Most
BondFunctionsmethods are overloaded, with one version converting its arguments and chaining to a different overload where defaults are handled and then a call made to static CashFlows methods to do the actual calculations -- e.g.BondFunctions::duration()andBondFunctions::duration()(v1.33).basisPointValue()andyieldValueBasisPoint()have similarly paired overloads, however do not follow the same trampolining pattern: both methods instead directly call upstreamCashFlowsmethods.This results in the settlement date not being set correctly -- unless explicitly passed in -- in the overloads not taking an
InterestRateobject when passed to the underlying calculations (settlementis defaulted in these methods’ declarations).Make these two methods' behavior consistent with other
BondFunctionsmethods and add tests to assert parity.