quantlib-dev

[Quantlib-dev] inputs to yield term structures

[<Sla...@go...>]

guys,

I am wondering how do you set up correctly Calendar in some  
YieldTermStructures - say at ZeroCurve.

its c-tor takes only dates, yields, dayCounter and interpolator.
there is no function to set the calendar.


do you always have to derive from ZeroCurve?

many thanks,

Slava

Re: [Quantlib-dev] inputs to yield term structures

[Luigi B. <lui...@gm...>]

On Fri, 2009-12-04 at 11:38 +0000, Sla...@go... wrote:
> I am wondering how do you set up correctly Calendar in some
> YieldTermStructures - say at ZeroCurve. 
> 
> its c-tor takes only dates, yields, dayCounter and interpolator. 
> there is no function to set the calendar. 

There are other constructors that take a calendar, at least in the C++
version---are you using C++ or some bindings?

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