Re: vanilla swap mark to market

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/vanilla-swap-mark-to-market-tp4756p4757.html

On 04/27/2006 10:26:43 PM, gourmet wrote:
> I tried to change evaluation date by
> Settings:instance().evaluationDate =
> Date(22,November,2004 ), and this caused exception.

What exception?

Luigi



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Skinner's Constant (or Flannagan's Finagling Factor):
        That quantity which, when multiplied by, divided by, added to,
        or subtracted from the answer you got, gives you the answer you
        should have gotten.