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Re: Operation opposite to dayCounter.yearFraction()

Posted by Luigi Ballabio on Feb 18, 2013; 11:13am
URL: http://quantlib.414.s1.nabble.com/Operation-opposite-to-dayCounter-yearFraction-tp14046p14047.html

Hi,
    unfortunately, there's no defined inverse for yearFraction.  You
can probably get close by writing

Date eventDate = start+(t*365)*Days;

but then again, depending on the day counter that 365 might have to be
360 instead. You'll have to check what day counter is used in
nextEvent().

Luigi

On Mon, Feb 18, 2013 at 12:01 PM, Grześ Andruszkiewicz
<[hidden email]> wrote:

> Hi,
>
> I have the following code:
>
> Real t = nextEvent();//years
> Date eventDate = start+t*Years;
>
> but this seems to be incorrect, because Period rounds t to an Integer.
> In the opposite direction I can get a year fraction using
> dayCounter.yearFraction(). How can I get a date, when I know the start
> date and the year fraction (possibly greater than 1)?
>
> Regards,
> Grzegorz
>
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