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From: Ferdinando A. <fer...@am...> - 2002-08-06 17:14:30
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forgot to add that I see this in the same way as we have continuos compounding enforced for zero yields, that is just an _internal_ convention for time measurement. ciao -- Nando At 06:57 PM 8/6/2002 +0200, I wrote: >Hi all > >while working on extending the pricing engines to time dependant >parameters (yields, vol, etc.) I stumbled across the problem of possible >inconsistencies between different day count conventions used by the >different term structures, vol surfaces, etc. > >So I would like to define a default daycounter for all the yield/vol term >structures, probably Act/365 as global variable. >Then I would remove the dayCounter() inspector method from the interested >classes. > >Any objection/suggestion? > >ciao -- Nando > > > >------------------------------------------------------- >This sf.net email is sponsored by:ThinkGeek >Welcome to geek heaven. >http://thinkgeek.com/sf >_______________________________________________ >Quantlib-dev mailing list >Qua...@li... >https://lists.sourceforge.net/lists/listinfo/quantlib-dev |