Posted by
Grześ Andruszkiewicz on
Feb 18, 2013; 11:21am
URL: http://quantlib.414.s1.nabble.com/Operation-opposite-to-dayCounter-yearFraction-tp14046p14048.html
Hi Luigi,
I am using ActualActual currently. The reason is that I am dealing
with natural events. Does it make sense?
I have an end date as well, so would it make sense to use:
Integer days = t*dayCounter.dayCount(start,
end)/dayCounter.yearFraction(start, end);
?
Ciao,
Grzegorz
On 18 February 2013 11:13, Luigi Ballabio <
[hidden email]> wrote:
> 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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