Time to maturity less than a day

Posted by Bo Zhou on Apr 06, 2009; 6:54pm
URL: http://quantlib.414.s1.nabble.com/Time-to-maturity-less-than-a-day-tp7395.html

Hi guys,

I'm trying to calculate the prices/implied volatilities for options that will expire next day or on the same day.

How do I do to use fractions of a day as the parameter for time to maturity? From the examples I can only see using Date objects which only has resolution in whole days.


Thanks,

Bo

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