Quantlib Enum: No daily/weekly frequency

Posted by Wilkie Lai on Sep 27, 2006; 4:30am
URL: http://quantlib.414.s1.nabble.com/Quantlib-Enum-No-daily-weekly-frequency-tp11264.html

Hi all,
I have come to realize that enum Quantlib::Frequency
does not contain frequency like weekly or daily.
Despite the fact that they are less common there are
existing products in the market that have to make use
of such frequencies (eg. Overnight Index Swap).  Is
there a rationale behind such that they are omitted,
or would it be possible to put them back in?  I am
mainly using the library through QuantlibXL so I
prefer all changes to go through the code base.
Advice is much appreciated.

Regards,
Wilkie

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