Re: Irritated about dates in DiscountingSwapEngine

Posted by Ferdinando M. Ametrano-3 on Jan 27, 2011; 5:29pm
URL: http://quantlib.414.s1.nabble.com/Irritated-about-dates-in-DiscountingSwapEngine-tp12035p12039.html

Hi Henner

> [...] the SettlementDate
> and npvDate would have to be different from the curve's reference date and
> further into the future than it.

agreed !

I didn't see how the curve's reference date could be earlier than
the Settings::evaluationDate. No problem with it being earlier than
SettlementDate and/or npvDate

ciao -- Nando

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