Re: Max date of a PiecewiseYieldCurve term structure
Posted by Luigi Ballabio on Aug 26, 2005; 7:06am
URL: http://quantlib.414.s1.nabble.com/Max-date-of-a-PiecewiseYieldCurve-term-structure-tp10858p10859.html
On 08/26/2005 08:46:56 AM, Aurelien Chanudet wrote:
> It looks like the max date of a PiecewiseYieldCurve term structure
> whose reference date depends on the global evaluation date isn't
> properly updated when modifying the global evaluation date.
You're right. I applied your patch to the repository.
Thanks,
Luigi
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Flon's Law:
There is not now, and never will be, a language in
which it is the least bit difficult to write bad programs.