MakeSchedule

[Luigi Ballabio]

Hi,
        a modification I'd like to try and get in: instead of, say,

MakeSchedule(Date(1, September, 2006),
             Date(1, September, 2011),
             Period (3, Months),
             TARGET(), Following);

I'd go even more explicit, i.e.,

MakeSchedule().from(Date(1, September, 2006))
              .to(Date(1, September, 2011))
              .withTenor(3*Months)
              .withCalendar(TARGET())
              .withConvention(Following);

This would allow one, e.g., to have a choice between withTenor and
withFrequency.  We might also have smart default values for the
convention.

Any objections?

Luigi



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[Ferdinando Ametrano-4]

On Mon, Apr 6, 2009 at 4:38 PM, Luigi Ballabio <[hidden email]> wrote:

>        a modification I'd like to try and get in: instead of, say,
> [...]
> MakeSchedule().from(Date(1, September, 2006))
>              .to(Date(1, September, 2011))
>              .withTenor(3*Months)
>              .withCalendar(TARGET())
>              .withConvention(Following);
>
> This would allow one, e.g., to have a choice between withTenor and
> withFrequency.  We might also have smart default values for the
> convention.
>
> Any objections?

not from me, FWIW

ciao -- Nando

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