|
From: Ahmad M. <ahm...@gm...> - 2010-10-29 05:51:29
|
Using the C# SWIG bindings, how does one get the value of the
`latestDate()` from a SwapRateHelper defined as
var daysTillLast = curveEndDate.serialNumber() -
TodaysDate.serialNumber();
var newFwdSwap =
new SwapRateHelper(
swapRate,
new Period(10,TimeUnit.Years),
SouthAfricanCalender,
Frequency.Quarterly,
DayConvention,
Actual365FixedDayCounter,
new Jibar(new
Period(Frequency.Quarterly),DiscountingTermStructure),
0 /*zero spread */,
new Period(daysTillLast,TimeUnit.Days) /* fwdStart
*/
);
The latestDate() is part of the the functionality of the
'RelativeDateBootstrapHelper<YieldTermStructure>' object.
Note: I created the the above ctor since it was not defined in the SWIG
files. I need to test this and if it works I will submit a patch for the
files if its valid.
--
Ahmad Mahomed
|