Re: [Quantlib-dev] CdsHelper issues

[Luigi B. <lui...@gm...>]

Simon,
	as for this one:

On Fri, 2008-06-06 at 14:12 +0100, Simon Ibbotson wrote:
> The standard market convention for CDS is that the default cover (and
> accrual) starts on the day after the valuation date - regardless of
> whether the start day is a holiday/weekend or not... currently the
> CdsHelper class counts only working days as valid.

I'm not sure I follow. May you write a patch for this?

Luigi


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