inputs to yield term structures

[Slava D]

guys,

I am wondering how do you set up correctly Calendar in some YieldTermStructures - say at ZeroCurve.

its c-tor takes only dates, yields, dayCounter and interpolator.
there is no function to set the calendar.


do you always have to derive from ZeroCurve?

many thanks,

Slava
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[Luigi Ballabio]

On Fri, 2009-12-04 at 11:38 +0000, [hidden email] wrote:
> I am wondering how do you set up correctly Calendar in some
> YieldTermStructures - say at ZeroCurve.
>
> its c-tor takes only dates, yields, dayCounter and interpolator.
> there is no function to set the calendar.

There are other constructors that take a calendar, at least in the C++
version---are you using C++ or some bindings?

Luigi


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