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From: Ferdinando A. <fer...@am...> - 2002-04-30 15:54:50
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At 02:16 PM 4/30/2002 +0200, you wrote: >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? for me it's OK, as long as it wraps Instruments::SimpleSwap and it is an additional constructor ciao -- Nando |