Re: YieldTermStructureHandle via SWIG

Posted by smazzucca on
URL: http://quantlib.414.s1.nabble.com/YieldTermStructureHandle-via-SWIG-tp14726p14735.html

Hey Luigi,

This is how I build the YieldTermStructure:
YieldTermStructure yieldTerm = new ZeroCurve(dateVector, yields, DayCounter, _Calendar);

I was getting "negative time (-0.0246575) given" and then figured out that I have to add the evaluation date to the dateVector. So that part is good now.

(http://implementingquantlib.blogspot.com/2013/09/chapter-3-part-2-of-n-yield-term.html
"The implementation forwards to the parentZeroYieldStructure class the first of the passed dates, assumed to be the reference date for the curve, and the day counter; the other arguments are stored in the corresponding data members.")

But what should I have in the corresponding first spot of the yield vector ? I would assume that number is irrelevant and ignored, but as I change it, the results change.

Thanks,
Simon