conventions for swap

Posted by P Nelnik on
URL: http://quantlib.414.s1.nabble.com/conventions-for-swap-tp7296.html

Good morning all,

 

I'm building a interest rate curve using DepositRateHelper and SwapRateHelper.

Is there an advised method of storing the conventions ( BusinessDayConvention, endOfMonth, DayCounter, fixingDays, swapFixedLegFrequency)?

 

If the conventions rarely change for each currency then I guess they could be hard-code.

Though perhaps it would be nicer to read in the data at run-time, say from a data-base or even an xml flat file.

 

No doubt I'm not the first to face this question.

What have other people done?

 

Thanks

Philip

 

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