Re: Swap Ratehelper

Posted by Ferdinando M. Ametrano-2 on Apr 30, 2002; 9:55am
URL: http://quantlib.414.s1.nabble.com/Swap-Ratehelper-tp10071p10075.html

At 02:16 PM 4/30/2002 +0200, you 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?
for me it's OK, as long as it wraps Instruments::SimpleSwap and it is an
additional constructor

ciao -- Nando