default daycounter
Posted by Ferdinando M. Ametrano-2 on Aug 06, 2002; 10:58am
URL: http://quantlib.414.s1.nabble.com/default-daycounter-tp10138.html
Hi all
while working on extending the pricing engines to time dependant parameters
(yields, vol, etc.) I stumbled across the problem of possible
inconsistencies between different day count conventions used by the
different term structures, vol surfaces, etc.
So I would like to define a default daycounter for all the yield/vol term
structures, probably Act/365 as global variable.
Then I would remove the dayCounter() inspector method from the interested
classes.
Any objection/suggestion?
ciao -- Nando