From: Wilkie L. <inf...@ya...> - 2006-09-27 03:30:24
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Hi all, I have come to realize that enum Quantlib::Frequency does not contain frequency like weekly or daily. Despite the fact that they are less common there are existing products in the market that have to make use of such frequencies (eg. Overnight Index Swap). Is there a rationale behind such that they are omitted, or would it be possible to put them back in? I am mainly using the library through QuantlibXL so I prefer all changes to go through the code base. Advice is much appreciated. Regards, Wilkie __________________________________________________ Do You Yahoo!? Tired of spam? Yahoo! Mail has the best spam protection around http://mail.yahoo.com |