eddelbuettel/rquantlib — pull request #1 by mzivi (2014-10-09 10:01:33+00:00)
Title: Additional fixed rate bond support

I have implemented more detailed support of QuantLib calendar for bonds. I have chosen to leave the check for empty calendars on the client side of the getCalendar function in order to:
1. avoid a little overhead when a default (empty) calendar should be used;
2. leave the choise of what to default to in case of missing calendar to the client code.