[Quantlib-dev] When to exclude payment from SWAP valuation

[Andre L. <an...@de...>]

Hi,

Just a quick question. 

Looking at the swap module I see QuantLib excludes cashflows from the NPV 
of a Swap according to the termstructure's settlementDate. Depending on 
how you look at it, could this not alternatively be todaysDate? Could we 
maybe add a ifdef to give the flexibility for both? Is there a specific 
market convention applicable to this?

Andre