Period class... some minor updates...

[Toyin Akin]

Hi Luigi,

Is it possible to add the following additional Frequency types to quantLib?
(Assuming that the implementation is not too shabby)

I've updated the files based on the most recent version within CVS.

Thanking you in advance...

Toy out.

[Ferdinando M. Ametrano-3]

Hi Toyin

it hasn't been discussed yet, but I'm actually in favor of deprecating
(and then removing) Frequency adopting instead a more pervasive usage
of Period. Frequency has been in QuantLib before Period, but nowadays
I cannot see any good reason for retaing it, as it is less flexible
than Period. The only plus might be the "Once" Frequency which doesn't
have a clear equivalent Period.

There is already ongoing work in QuantLib to allow Period as
alternative to Frequency.

As for your specific proposal: once we introduce EveryFifthWeek and
EverySixthWeek, why not introduce EverySeventhWeek, etc?
This is one of the reason I prefer Period which doesn't have this problem...

look forward to feedback

ciao -- Nando

On 9/12/06, Toyin Akin <[hidden email]> wrote:

>
> Hi Luigi,
>
> Is it possible to add the following additional Frequency types to quantLib?
> (Assuming that the implementation is not too shabby)
>
> I've updated the files based on the most recent version within CVS.
>
> Thanking you in advance...
>
> Toy out.
>
>
>
> -------------------------------------------------------------------------
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>
> _______________________________________________
> QuantLib-dev mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
>
>
>

[Toyin Akin]

Hi Nando,

I agree with you that the Period class is much more flexible and powerful.
I can see this within the new Schedule constructor(s).

Currently I am in need of the new frequency types and thus have integrated
this into my framework, however if, as you say, there is a bigger picture of
using the Period class everywhere, then I'm happy just to keep this local
until such time that the Period class is replicated everywhere.

In actual fact, I use the Frequency enum type as a placeholder for the user
to easily identify a period of time, but internally I convert this to the
Period type and then call the new Schedule constructor.

By the way, the new (work in progress) schedule class doesn't work with the
daily frequency type (the constructor that takes the boolean endOfMonth
parameter). It generates repeated daily dates...

Toy out.

>From: "Ferdinando Ametrano" <[hidden email]>
>To: "Toyin Akin" <[hidden email]>
>CC: [hidden email], [hidden email]
>Subject: Re: [Quantlib-dev] Period class... some minor updates...
>Date: Tue, 12 Sep 2006 09:47:28 +0200
>
>Hi Toyin
>
>it hasn't been discussed yet, but I'm actually in favor of deprecating
>(and then removing) Frequency adopting instead a more pervasive usage
>of Period. Frequency has been in QuantLib before Period, but nowadays
>I cannot see any good reason for retaing it, as it is less flexible
>than Period. The only plus might be the "Once" Frequency which doesn't
>have a clear equivalent Period.
>
>There is already ongoing work in QuantLib to allow Period as
>alternative to Frequency.
>
>As for your specific proposal: once we introduce EveryFifthWeek and
>EverySixthWeek, why not introduce EverySeventhWeek, etc?
>This is one of the reason I prefer Period which doesn't have this
>problem...
>
>look forward to feedback
>
>ciao -- Nando
>
>On 9/12/06, Toyin Akin <[hidden email]> wrote:
>>
>>Hi Luigi,
>>
>>Is it possible to add the following additional Frequency types to
>>quantLib?
>>(Assuming that the implementation is not too shabby)
>>
>>I've updated the files based on the most recent version within CVS.
>>
>>Thanking you in advance...
>>
>>Toy out.
>>
>>
>>
>>-------------------------------------------------------------------------
>>Using Tomcat but need to do more? Need to support web services, security?
>>Get stuff done quickly with pre-integrated technology to make your job
>>easier
>>Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimo
>>http://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642
>>
>>_______________________________________________
>>QuantLib-dev mailing list
>>[hidden email]
>>https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>
>>
>>
>>

[Ferdinando M. Ametrano-3]

Hi Toyin

> Currently I am in need of the new frequency types and thus have integrated
> this into my framework, however if, as you say, there is a bigger picture of
> using the Period class everywhere, then I'm happy just to keep this local
> until such time that the Period class is replicated everywhere.
I did the same with some Frequency I needed, but I hope to remove them
from next release, or at least they will born deprecated.
if this won't happen I'll include your new Frequencies too.

> By the way, the new (work in progress) schedule class doesn't work with the
> daily frequency type (the constructor that takes the boolean endOfMonth
> parameter). It generates repeated daily dates...
thank you for pointing that out

ciao -- Nando