vanilla swap mark to market

Posted by gourmet-2 on
URL: http://quantlib.414.s1.nabble.com/vanilla-swap-mark-to-market-tp4756.html

Hi,

   I'm fairly new to QuantLib and our group is looking to Mark-To-Market
vanilla swap on daily base. In swapvaluation.cpp , spot day of swap is
09/22/2004 and it is priced on that day. For the same swap contract, if I
want to price it on 11/22/2004 ( assuming I have all the rates available),
what do I need to change in swapvaluation.cpp.

I tried to change evaluation date by Settings:instance().evaluationDate =
Date(22,November,2004 ), and this caused exception. I know I must missed
something.

Can anybody show me or give me an example code piece of how to do it. thanks

gourmet