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From: Ferdinando A. <fer...@am...> - 2002-06-22 18:15:15
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Hi all as you might have noticed I'm working on term structures. A few questions: 1) Enrico, have you figured out if the currency() method is really relevant for RiskMap's code? I would really like to remove it. 2) I would also like to remove todaysDate(), todaysDate_, and minTime(), assuming that the minimum time is always t=0.0 at the settlementDate, where I have discount = 1.0 Anyone against this change? 3) I fixed 2 bugs in DiscountCurve, but I still have problems with calculations between settlementDate and the first knot date, probably due to some problem in LogLinearInterpolation. Have someone ever used this classes? Do they work for you? 4) I would also like to move daycounter to the last position in the constructors' parameters list, so to allow for a default value (act/365, or act/act ISDA) Anyone against this change? ciao -- Nando |