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From: Luigi B. <lui...@gm...> - 2009-12-09 16:18:54
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On Fri, 2009-12-04 at 11:38 +0000, Sla...@go... wrote: > 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. There are other constructors that take a calendar, at least in the C++ version---are you using C++ or some bindings? Luigi -- Glendower: I can call spirits from the vasty deep. Hotspur: Why, so can I, or so can any man; But will they come when you do call for them? -- King Henry the Fourth Part I, Act III, Scene I |