Re: Swap Ratehelper

Posted by Luigi Ballabio-4 on Apr 30, 2002; 6:59pm
URL: http://quantlib.414.s1.nabble.com/Swap-Ratehelper-tp10071p10074.html

At 02:16 PM 4/30/02 +0200, Andre Louw wrote:
>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?

I don't have a strong feeling against adding units to the present
constructor, either. It's not that big an inconvenience (and as for my
personal taste, I prefer not to have multiple constructors with a lot of
parameters---one never knows at a glance what one is instantiating)

Bye,
         Luigi