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From: Luigi B. <lui...@gm...> - 2007-05-03 07:02:39
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On Wed, 2007-05-02 at 10:05 -0700, chi...@us... wrote: > Revision: 10531 > http://quantlib.svn.sourceforge.net/quantlib/?rev=10531&view=rev > Author: chiforna > Date: 2007-05-02 10:05:09 -0700 (Wed, 02 May 2007) > > Log Message: > ----------- > - provided WeeklyTenorLibor and MonthlyTenorLibor (which should/will be used instead of Libor) We don't need classes for that, do we? We can just check the units of the passed period and set the conventions accordingly. Do you mind if I go ahead and make the change? Luigi ---------------------------------------- Glendower: I can call spirits from the vasty deep. Hotspur: Why, so can I, or so can any man; But will they come when you do call for them? -- King Henry the Fourth Part I, Act III, Scene I |