Make Coupon::accruedDays consistent with accruedPeriod in the ex window#2652
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jmboyd1 wants to merge 1 commit into
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Make Coupon::accruedDays consistent with accruedPeriod in the ex window#2652jmboyd1 wants to merge 1 commit into
jmboyd1 wants to merge 1 commit into
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Coupon::accruedPeriod returns a negative year fraction between the ex-coupon date and the payment date, but accruedDays kept counting positive days from accrual start, so the two reported opposite signs for the same settlement. accruedDays now mirrors the accruedPeriod branch and returns minus the days from settlement to accrual end.
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coverage: 74.884% (-0.001%) from 74.885% — jmboyd1:fix-coupon-accrueddays-excoupon into lballabio:master |
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Coupon::accruedPeriodreturns a negative year fraction between the ex-coupon date and the payment date, butaccruedDayskept counting positive days from the accrual start, so the two inspectors report opposite signs for the same settlement date inside the ex window.accruedDaysnow mirrors theaccruedPeriodbranch and returns minus the days from settlement to the accrual end — the day count that corresponds to the negative accrued amount.Two-line change; the full test suite passes unchanged. Found while auditing ex-coupon behaviour for Australian government bonds (7-day ex-interest window, negative accrual).