No floatingDayCounter for SwapRateHelper

[ago-2]

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?

On a similar topic: is there any plan to include wrappers for
InterpolatedZeroCurve in the next release?

Thanks

Ago

[Luigi Ballabio]

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

[Luigi Ballabio]

On 2/6/06, Luigi Ballabio <[hidden email]> wrote:
> 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.

Done. It's in CVS.

Luigi