Re: RE: DiscountCurve

Posted by Ferdinando M. Ametrano-2 on Apr 25, 2002; 2:00pm
URL: http://quantlib.414.s1.nabble.com/DiscountCurve-tp10053p10055.html

At 01:15 PM 4/25/2002 +0200, Andre Louw wrote:
> > I would also like to introduce another change: I would
> > require the user to provide a discount grid starting with the first
>discount
> > equal to 1.00, so that we can assume that the first date is the settlement
>
> > date. I think this would be safer. Here's what I have in mind:
> > [...]
>Agreed, is safer than assuming it matches the input.
done.

ciao -- Nando