reference Date + Calendars

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reference Date + Calendars

Nicolas VILLERET
Hello,

as a student I am a new user of the Quantlib library. I'd like to ask a few
questions and would be
very greatful if anyone could answer :

1) What is the meaning of the reference date in the BaseTermStructure and
other term structure
constructors ? What is it used for ?

2) I did not find a Euronext or Paris or Amsterdam or Brussels Calendar
class. Is it being
implemented or do I have to create it after other Calendar examples ?

3) Where can I find examples of code usage (except in the 'Examples'
section) ? Is there
any document which can help developping with this library, outside the Class
reference doc ?

Regards,

Nicolas



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Re: reference Date + Calendars

Luigi Ballabio
On 01/11/05 23:10:50, Nicolas VILLERET wrote:
>
> as a student I am a new user of the Quantlib library.

Bonjour Nicolas,

> I'd like to ask a few questions and would be very greatful if anyone  
> could answer :
>
> 1) What is the meaning of the reference date in the BaseTermStructure and  
> other term structure
> constructors ? What is it used for ?

It is the date for which t = 0 in the formulas; e.g., for yield term  
structures the reference date is the one for which discount = 1.


> 2) I did not find a Euronext or Paris or Amsterdam or Brussels Calendar  
> class. Is it being implemented or do I have to create it after other  
> Calendar examples ?

At this time, these calendars aren't being implemented. If you do implement  
them (you can clone and modify other calendars,) I'll be happy to include  
them in the library.


> 3) Where can I find examples of code usage (except in the 'Examples'  
> section) ?

The test suite would be the place to look. A number of classes are used  
there, either for testing the classes themselves or in order to setup tests  
for other classes. You can look at the sources in the test-suite directory.

> Is there any document which can help developping with this library,  
> outside the Class reference doc ?

Alas, not yet---see my previous answer to Przemyslaw Sliwa for my thoughts  
on the subject.

Later,
        Luigi