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From: <Sla...@go...> - 2009-12-04 11:38:29
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guys, I am wondering how do you set up correctly Calendar in some YieldTermStructures - say at ZeroCurve. its c-tor takes only dates, yields, dayCounter and interpolator. there is no function to set the calendar. do you always have to derive from ZeroCurve? many thanks, Slava |