On Fri, 2007-10-19 at 03:38 -0700,
[hidden email] wrote:
> Revision: 13098
>
http://quantlib.svn.sourceforge.net/quantlib/?rev=13098&view=rev> Author: nando
> Date: 2007-10-19 03:38:22 -0700 (Fri, 19 Oct 2007)
>
> Log Message:
> -----------
> partially reverted Rev13090, which has broken the 3M yield curve bootstrapping in QuantLibXL.
> Spread dynamically changes and could even be not available at construction time
That the spread is not available at construction time is not a problem.
The problem is the premature optimization in
RelativeDateRateHelper::update() which fails to call initializeDates if
the spread changes.
Luigi
--
Better to have an approximate answer to the right question than a
precise answer to the wrong question.
-- John Tukey as quoted by John Chambers
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