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Hi guys,
I would like to tell you something about the behaviour of TermStructures
classes.
I don't understand why I should give the constructor of term structures
a Day Count Convention.
In my opinion a term structure is an object independent of Day Count Convention.
(I NEED Convention to create the term strucuture, I mean Rate Helpers need
Day COunt Convention!)
The Discount Factors for a given date does not change with conventions.
So I could imagine that
- TermStrucuture does not have a DayCount Convention
- DiscountFactor method does not need a DayCount Convention
- the function for a specific Rate DOES need this convention
any idea about that?
bye
andrea
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