On 2/3/06, ago <
[hidden email]> wrote:
> The constructor for SwapRateHelper does not accept a DayCounter for the floating
> leg. This creates problems when fitting real world swap curves. Is there a
> reason for that? Is it going to be fixed in the next release?
Probably an oversight. I'll fix it.
> On a similar topic: is there any plan to include wrappers for
> InterpolatedZeroCurve in the next release?
Yes, they're in CVS already.
Later,
Luigi