Re: default daycounter

Posted by Ferdinando M. Ametrano-2 on Aug 06, 2002; 11:15am
URL: http://quantlib.414.s1.nabble.com/default-daycounter-tp10138p10144.html

forgot to add that I see this in the same way as we have continuos
compounding enforced for zero yields, that is just an _internal_ convention
for time measurement.

ciao -- Nando

At 06:57 PM 8/6/2002 +0200, I wrote:

>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
>
>
>
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