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From: Ferdinando A. <na...@am...> - 2007-05-03 09:19:41
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On 5/3/07, Luigi Ballabio <lui...@gm...> wrote: > 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? yes, you're right. go ahead. thank you ciao -- Nando |