Re: [Quantlib-dev] Operation opposite to dayCounter.yearFraction()

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

So that it gives you some kind of conversion factor? Possibly.

However, if you want to deal with days, are you sure you don't want
nextEvent() to return a Date instead?

Luigi


On Mon, Feb 18, 2013 at 12:21 PM, Grześ Andruszkiewicz
<gan...@gm...> wrote:
> Hi Luigi,
>
> I am using ActualActual currently. The reason is that I am dealing
> with natural events. Does it make sense?
>
> I have an end date as well, so would it make sense to use:
>
> Integer days = t*dayCounter.dayCount(start,
> end)/dayCounter.yearFraction(start, end);
>
> ?
>
> Ciao,
> Grzegorz
>
> On 18 February 2013 11:13, Luigi Ballabio <lui...@gm...> wrote:
>> Hi,
>>     unfortunately, there's no defined inverse for yearFraction.  You
>> can probably get close by writing
>>
>> Date eventDate = start+(t*365)*Days;
>>
>> but then again, depending on the day counter that 365 might have to be
>> 360 instead. You'll have to check what day counter is used in
>> nextEvent().
>>
>> Luigi
>>
>> On Mon, Feb 18, 2013 at 12:01 PM, Grześ Andruszkiewicz
>> <gan...@gm...> wrote:
>>> Hi,
>>>
>>> I have the following code:
>>>
>>> Real t = nextEvent();//years
>>> Date eventDate = start+t*Years;
>>>
>>> but this seems to be incorrect, because Period rounds t to an Integer.
>>> In the opposite direction I can get a year fraction using
>>> dayCounter.yearFraction(). How can I get a date, when I know the start
>>> date and the year fraction (possibly greater than 1)?
>>>
>>> Regards,
>>> Grzegorz
>>>
>>> ------------------------------------------------------------------------------
>>> The Go Parallel Website, sponsored by Intel - in partnership with Geeknet,
>>> is your hub for all things parallel software development, from weekly thought
>>> leadership blogs to news, videos, case studies, tutorials, tech docs,
>>> whitepapers, evaluation guides, and opinion stories. Check out the most
>>> recent posts - join the conversation now. http://goparallel.sourceforge.net/
>>> _______________________________________________
>>> QuantLib-dev mailing list
>>> Qua...@li...
>>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev