Re: Compounded Rates

Posted by Ferdinando M. Ametrano-2 on May 30, 2002; 11:37am
URL: http://quantlib.414.s1.nabble.com/Compounded-Rates-tp10100p10102.html

Luigi wrote:
>         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?
it's OK for me.

Andre, in the medium term I would suggest you to create your own library
based on QuantLib, so that you can hack it as much as you like, and later
decide what to merge into QuantLib and what to keep proprietary. This is
the way I work, and I get the additional benefit of hiding my dirty stuff ;-)

ciao -- Nando