Re: Forwards

Posted by Ferdinando M. Ametrano-2 on Apr 25, 2002; 2:00pm
URL: http://quantlib.414.s1.nabble.com/Forwards-tp2011p2018.html

Hi all

At 02:05 PM 4/25/2002 +0200, Luigi Ballabio wrote:
>I'd like a clarification of:
>>where of course zeroYield(myDate)==forward(settlementDate(), myDate) ?
>If you're talking of a mathematical relationship, the "of course" holds.
>But if you're meaning that the above would be the implementation of
>zeroYield [..]
I meant the former.

>I haven't given this any detailed thought, but were I to follow my gut
>instinct, I would declare all of the above methods purely virtual
you know you can follow your gut instict ;-)

>I completely agree on the interface. But since I can't write a mail in
>which I simply agree with you, :) [...]
when we were working together this list had no chance to experience our
design discussion ... ;-)

ciao -- Nando