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
>
> ------------------------------------------------------------------------------
> The Go Parallel Website, sponsored by Intel - in partnership with Geeknet,
> is your hub for all things parallel software development, from weekly thought
> leadership blogs to news, videos, case studies, tutorials, tech docs,
> whitepapers, evaluation guides, and opinion stories. Check out the most
> recent posts - join the conversation now.
http://goparallel.sourceforge.net/> _______________________________________________
> QuantLib-dev mailing list
>
[hidden email]
>
https://lists.sourceforge.net/lists/listinfo/quantlib-dev------------------------------------------------------------------------------
The Go Parallel Website, sponsored by Intel - in partnership with Geeknet,
is your hub for all things parallel software development, from weekly thought
leadership blogs to news, videos, case studies, tutorials, tech docs,
whitepapers, evaluation guides, and opinion stories. Check out the most
recent posts - join the conversation now.
http://goparallel.sourceforge.net/_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev