Re: [Quantlib-users] Missing USDLibor6M Actual/360 fixing

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

On Tue, 2010-08-10 at 11:22 +0000, MonkeyMan wrote:
> Luigi Ballabio <luigi.ballabio <at> gmail.com> writes:
> And my code doesn't blow up. One last question, though. When I'm building a new
> swap to price do I need to change both the fixed and floating calendars or only
> the floating calendar.

I'd guess only the floating, but as it's conventions I think some swap
expert should step in and give us an opinion...

Luigi


-- 

When I was a boy of fourteen, my father was so ignorant I could hardly 
stand to have the old man around. But when I got to be twenty-one, I 
was astonished at how much the old man had learned in seven years. 
-- Mark Twain