frontmark/jupyter-notebooks

Consistency Checks: Coupon Dates <=> Coupons, Coupon Periods <=> Spreads

FuggeWolf opened this issue · 1 comments

FuggeWolf commented
  • Throw an error message if the number of coupons is not equal to the number of coupon dates.
  • Avoid kernel shutdown if coupon dates, but no coupons (i.e. empty list) are porvided.
  • Throw an error message if the number of spreads is not equal to the number of coupon dates minus one:
    len(Spreads) == len(Coupon_Period_Dates) - 1.
FuggeWolf commented

to be tested by Stefan