Re: EndDate adjustments within SwapRateHelper class.

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Libor-Market-Model-tp4658p4662.html

On 4/3/06, Toyin Akin <[hidden email]> wrote:
> I am puzzled by the EndDate calculation within line #275 of the
> SwapRateHelper class (cpp).

Yes, I'll have to check it. Thanks for the heads-up.

Later,
    Luigi