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From: Andre L. <An...@de...> - 2002-04-30 12:08:34
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Hi, I notice that SwapRateHelper gets constructed explicitly on Year bounds. I realize it's done this way because of the market convention, but I would like the functionality of using non-market specified quotes to bootstrap off. Is there someone with a strong feeling against making it a bit more flexible, ie keep the current constructor but add a 'units_' member (which defaults to Years for the current constructor), which can be specified in a seperate constructor? Andre ------------------------------------------------------------------------- This e-mail is intended only for the use of the individual or entity named above and may contain information that is confidential and privileged, proprietary to the company and protected by law. If you are not the intended recipient, you are hereby notified that any dissemination, distribution or copying of this e-mail is strictly prohibited. Opinions, conclusions and other information in this message that do not relate to the official business of our company shall be understood as neither given nor endorsed by it. |