From: Andre L. <An...@de...> - 2002-07-08 09:01:14
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Hi, I have some changes on TermStructure that I wish to run by you: 1) Add zeroCoupon() and zeroCouponImpl() methods. 2) Add ZeroCouponStructure to implement defaults for the above. 2) Add a discreteForwardImpl() method, instead of calculating it inside forward(t1,t2). Makes life a lot easier when implementing compoundforward. Any objections? Thanx, 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. |