yearFraction function

Posted by Guowen Han on Oct 04, 2005; 6:32am
URL: http://quantlib.414.s1.nabble.com/yearFraction-function-tp4080.html


Hello, group

Could someone explain why the member function yearFraction(d1, d2)  in DayCounter crash the program when d1 and d2 are very close (for instance, 2 days difference in my program)?

Thanks very much.


Guowen