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This issue affects the IborRateBond - which maps to the QuantLib FloatingRateBond - only.
Although both the index - in this case an ibor rate - and an accrual schedule are supplied to the QuantLib floating leg cash flow generator, the tenor of each forcasted index is implied by the accrual schedule dates alone. The tenor of the supplied index is thus completely ignored.
A few index-defined conventions are nevertheless still taken into account.
Since the arbitrage free and volatility free pricing of a floating leg is based on the assumption of a perfect match between the ibor rate and accrual period schedule, this warning is issued if a mismatch occurs.
Note the mismatch may relate, apart from the tenor, also to the date bump, calendar, daycount and end of month conventions.
Click on download to download an xml file that contains an Excel formula that demonstrates this issue.
You may then reproduce the issue in spreadsheet by clicking on Go -> Load Excel Formula from XML or one of its variations and choose the xml file downloaded in the step above.