Login  Register

Re: Term Strucutres

Posted by Luigi Ballabio-2 on Sep 06, 2002; 3:18am
URL: http://quantlib.414.s1.nabble.com/Term-Strucutres-tp2159p2160.html

At 10:25 AM 9/6/02 +0200, [hidden email] wrote:
>Hi guys,
>I don't understand why I should give the constructor of term structures
>a Day Count Convention.

Andrea,
         your reasoning is sound, but the DayCounter is there in order to
provide TermStructure with overloaded interfaces such as

     TermStructure::discount(Time t, bool extrapolate);
     TermStructure::discount(const Date& d, bool extrapolate);

The DayCounter is used to implement one in terms of the other.

Bye,
         Luigi