Re: Compounded Rates
Posted by Luigi Ballabio-4 on May 30, 2002; 7:00am
URL: http://quantlib.414.s1.nabble.com/Compounded-Rates-tp10100p10101.html
Andre,
unfortunately I can't give this much thought today, so I'm not sure that I
see the larger picture here. Given your time constraints, I think you can
go ahead as long as the other methods keep returning the same thing.
Nando? Others?
Later,
Luigi