Date default constructor

[Nicolas Di Césaré]

Hi all,

In the default constructor of Date, the serialNumber_ is initialized to 0.
If I am not wrong the best choice for initial value is Date::minimumSerialNumber.

I have extensivelly tested daycounter classes (and compared results with numerix) and the yearFraction member of ActualActual class only works with the correction.

Nicolas


--
Nicolas Di Césaré
http://acm.emath.fr/~dicesare

[Ferdinando M. Ametrano-2]

At 09:47 AM 8/27/01 +0200, Nicolas Di Césaré wrote:
>I have extensivelly tested daycounter classes (and compared results with
>numerix)
thank you *very much* for your feedback. QuantLib badly needs active users
and testers.

>In the default constructor of Date, the serialNumber_ is initialized to 0.
>If I am not wrong the best choice for initial value is
>Date::minimumSerialNumber.
The default constructor returns a null date, that is a Date with
serialNumber_ equal to zero. A Date with serialNumber_ =
Date::minimumSerialNumber would be a valid Date.

>the yearFraction member of ActualActual class only works with the correction.
Could you please add more details?
A single not working example would be a good starting point.

Which Act/Act algorithm is implemented by NumeriX?
Details on the different Act/Act conventions can be found at
http://www.isda.org/c_and_a/pdf/mktc1198.pdf
QuantLib implements the ISMA convention, while ISDA and AFB conventions are
on the to do list: any volunteer?

ciao -- Nando