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Index pfc_calendar field should inherit from Calendar #8

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imanuelcostigan opened this issue Nov 29, 2017 · 0 comments
Closed

Index pfc_calendar field should inherit from Calendar #8

imanuelcostigan opened this issue Nov 29, 2017 · 0 comments
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@imanuelcostigan
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imanuelcostigan commented Nov 29, 2017

Expected behaviour

library(fmdates)
library(fmbasics)
audbbsw <- AUDBBSW(months(3))
is.Calendar(audbbsw$pfc_calendar)
#> [1] TRUE

Actual behaviour

library(fmdates)
library(fmbasics)
audbbsw <- AUDBBSW(months(3))
is.Calendar(audbbsw$pfc_calendar)
#> [1] FALSE

This means that methods like to_maturity() do not adjust dates correctly. Calls from these methods to is_good() will return TRUE in all cases as it will use the default is_good() method

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