Date

Posted by Ben-163 on Feb 08, 2002; 3:13am
URL: http://quantlib.414.s1.nabble.com/Date-tp1865.html

Hi,

Im currently working on a bond class, which I'll mail to this list when
completed.  I was wondering what is the best way to deal with dates.  At
any given time, the current date matters (for instance with regards to
calculating NPV.)

Im also working on a seperate 'engine' for DV01 hedging, mainly as an
educational exercise, but i was wondering if this was something which
could perhaps be included?

Regards
Ben



--
Ben
[hidden email]