[Quantlib-dev] RE: DiscountCurve

[Andre L. <An...@de...>]

Nando wrote:
> I did a few changes on TermStructures. I also did a few changes to 
> DiscountCurve:
Agree with the changes, thanx.
> In TermStructure zero and forward rates are assumed to be continuous 
> compounded rates: this is probably an error we did in the 
> original design, but unless we fix it everywhere this is the way to go.
Unless I'm missing the boat entirely I don't necesarily think it's an error,

it's more a question of a call that was made. I mean conversions can be made
where
necessary either way, not so? Why fix it if it ain't broke?
> Please let me know if after my patch DiscountCurve still 
> works the way you wanted. I can always roll back my patch if needed.
Works fine.
> I would also like to introduce another change: I would 
> require the user to provide a discount grid starting with the first
discount 
> equal to 1.00, so that we can assume that the first date is the settlement

> date. I think this would be safer. Here's what I have in mind:
> [...]
Agreed, is safer than assuming it matches the input.
 
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