Swap Ratehelper

Posted by Andre Louw-2 on Apr 30, 2002; 6:09am
URL: http://quantlib.414.s1.nabble.com/Swap-Ratehelper-tp10071.html

Hi,

I notice that SwapRateHelper gets constructed explicitly on Year bounds. I
realize it's done this way because of  the market convention, but I would
like the functionality of using non-market specified quotes to bootstrap
off.

Is there someone with a strong feeling against making it a bit more
flexible, ie keep the current constructor but add a 'units_' member (which
defaults to Years for the current constructor), which can be specified in a
seperate constructor?

Andre
 
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