Re: EndDate adjustments within SwapRateHelper class.

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Libor-Market-Model-tp4658p4661.html

On 04/03/2006 08:14:25 AM, Toyin Akin wrote:
> I am puzzled by the EndDate calculation within line #275 of the  
> SwapRateHelper class (cpp).

Ok, fixed. Thanks for the heads-up.

Luigi


----------------------------------------

Poets have been mysteriously silent on the subject of cheese.
-- Gilbert K. Chesterton