Re: Time to maturity less than a day

Posted by Luigi Ballabio on Apr 07, 2009; 10:49am
URL: http://quantlib.414.s1.nabble.com/Time-to-maturity-less-than-a-day-tp7395p7401.html

On Mon, 2009-04-06 at 18:54 +0000, Bo Zhou wrote:
> How do I do to use fractions of a day as the parameter for time to maturity?

As of now, you don't. The Date class should be extended to include time
information.

Luigi


--

Brady's First Law of Problem Solving:
When confronted by a difficult problem, you can solve it more
easily by reducing it to the question, "How would the Lone
Ranger have handled this?"



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