Posted by
Peter Caspers-4 on
Apr 13, 2015; 1:00pm
URL: http://quantlib.414.s1.nabble.com/Asset-swap-spread-calculation-tp16457p16470.html
oh no sorry, by settlement date you actually mean trade date (looking
at Program.cs), right ? Not like settlement = trade + 2 good days or
something. I misunderstood that. Ok, that changes things again.
But: do you set QL's global evaluation date somewhere ? In C++ this
would be a statement
Settings::instance().evaluationDate() = settlementDate
On 13 April 2015 at 14:50, MDecau <
[hidden email]> wrote:
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