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

[Grześ A. <gan...@gm...>]

Hi,

The problem is that all the models seem to be continuous time, so I have to
convert to days at some point... (luckily I don't have to worry about
hours).

Regards,
Grzegorz
On 18 Feb 2013 12:07, "Luigi Ballabio" <lui...@gm...> wrote:

> 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
> >>>
> >>>
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