Changed paymentLag type to Integer

[Stoozy]

No description provided.

[boring-cyborg]

Thanks for opening this pull request! It might take a while before we look at it, so don't worry if there seems to be no feedback. We'll get to it.

[CLAassistant]

All committers have signed the CLA.

[coveralls]

coverage: 72.016%. remained the same when pulling 90028ed on Stoozy:master into 6441d1b on lballabio:master.

[lballabio]

Thanks! A quick grep gives me a few more places that need to be modified:

ql/cashflows/fixedratecoupon.cpp:159:    FixedRateLeg& FixedRateLeg::withPaymentLag(Natural lag) {
ql/cashflows/fixedratecoupon.hpp:109:        FixedRateLeg& withPaymentLag(Natural lag);
ql/cashflows/fixedratecoupon.hpp:122:        Natural paymentLag_ = 0;
ql/cashflows/iborcoupon.cpp:178:    IborLeg& IborLeg::withPaymentLag(Natural lag) {
ql/cashflows/iborcoupon.hpp:140:        IborLeg& withPaymentLag(Natural lag);
ql/cashflows/iborcoupon.hpp:168:        Natural paymentLag_ = 0;
ql/cashflows/overnightindexedcoupon.cpp:303:    OvernightLeg& OvernightLeg::withPaymentLag(Natural lag) {
ql/cashflows/overnightindexedcoupon.hpp:104:        OvernightLeg& withPaymentLag(Natural lag);
ql/cashflows/overnightindexedcoupon.hpp:119:        Natural paymentLag_ = 0;
ql/cashflows/subperiodcoupon.cpp:188:    SubPeriodsLeg& SubPeriodsLeg::withPaymentLag(Natural lag) {
ql/cashflows/subperiodcoupon.hpp:129:        SubPeriodsLeg& withPaymentLag(Natural lag);
ql/cashflows/subperiodcoupon.hpp:152:        Natural paymentLag_ = 0;
ql/instruments/makeois.cpp:179:    MakeOIS& MakeOIS::withPaymentLag(Natural lag) {
ql/instruments/makeois.hpp:60:        MakeOIS& withPaymentLag(Natural lag);
ql/instruments/makeois.hpp:91:        Natural paymentLag_ = 0;

[lballabio]

@pcaspers: you mentioned swaps in the original issue, not bonds, right? Otherwise we'd also have to think about how accrual calculation should work in these cases.

[pcaspers]

Yes, cross currency swaps. I have not seen a bond with negative pay lag so far.

[boring-cyborg]

Congratulations on your first merged pull request!

[lballabio]

Thanks!