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today and settlement date in the yield term structure

Posted by Ferdinando M. Ametrano-2 on Jul 25, 2002; 6:47am
URL: http://quantlib.414.s1.nabble.com/today-and-settlement-date-in-the-yield-term-structure-tp2121.html

Hi all

as of now QuantLib::TermStructure has an inspector method todaysdate().
This is because settlementDate() returns a date that usually is not today's
date (the settlement date is the date for which the discount factor is
1.0), e.g. in the Euro market the settlement date is 2 working days ahead
of today.

This is legacy code since we had a Libor fixing database that was
indexed  with the date of the fixing instead of the date to which the
fixing applies (in the Euro case, 2 working days later).

Unfortunately I think that to carry the today's date info around has been a
poor choice, and there are many places in QuantLib where this is an
unnecessary burden.

So ... I would like to remove todaysdate(), and leave settlementDate()
only, unless someone has some counter-argument. Anyone?

ciao -- Nando