Re: currency quep intial - Re:currency quep

Posted by Joel Nelson-4 on Dec 31, 2001; 10:55am
URL: http://quantlib.414.s1.nabble.com/currency-quep-tp1814p1826.html

Ferdinando Ametrano wrote:
 > maybe I'm missing something, but I think that DTime is similar to
 > QuantLib::Date, while DAmountOfTime is similar to QuantLib:Time.
 > We could work on QuantLib::Date to make it more flexible and more
 > similar to DTime.
 >
 > Am I missing something here?

i was the one missing something:

i had the idea of "Date-Time" as in DTime in my head when i read that
QuantLib::Time was just a typedef of a double.  i went off on that and
missed your point entirely (the comparison with DAmountOfTime).

i also wasn't familiar with the existing code for treating Dates in
QuantLib.  I should have guessed that you already had something like
QuantLib:Date class.  On further inspection (uh, one glance at the docs)
I realize I had spoken out of turn.

since then i've taken a closer look at the QuantLib::Date class.  it has
all the implementation needed to deal with dates up to the day.  In my
experience, that is all the precision we need to deal with currencies.
However...(I will expand on this in my reply to Luigi.)

anyway, sorry for the confusion.

joel