Re: Libor Forward Process

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Libor-Forward-Process-tp4723p4729.html

On 04/24/2006 09:47:48 AM, [hidden email] wrote:
> I agree that the choice of a reference date as two working days from
> today is a good choice, but in this case it sounds strange to me
> considering the reference date as that date for which discount = 1.

I'm failing to get the difference. However, it was just a digression:  
as you said,

> Any choice is good

and I agree that we should check the date calculations in the LFM  
process.

Luigi


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