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Term Strucutres

Posted by audetto on Sep 06, 2002; 2:26am
URL: http://quantlib.414.s1.nabble.com/Term-Strucutres-tp2159.html

Hi guys,

I would like to tell you something about the behaviour of TermStructures
classes.

I don't understand why I should give the constructor of term structures
a Day Count Convention.

In my opinion a term structure is an object independent of Day Count Convention.
(I NEED Convention to create the term strucuture, I mean Rate Helpers need
Day COunt Convention!)

The Discount Factors for a given date does not change with conventions.
So I could imagine that

- TermStrucuture does not have a DayCount Convention
- DiscountFactor method does not need a DayCount Convention
- the function for a specific Rate DOES need this convention

any idea about that?

bye

andrea

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