calculating time factor of a cashflow
Posted by
Piter Dias-4 on
URL: http://quantlib.414.s1.nabble.com/calculating-time-factor-of-a-cashflow-tp7739p7740.html
Khanh,
> am stuck at the TFactors - time factor of a cashflow, and CFlowFlags..
> How should I go about calculating them with QuantLib?
You could try the yearFraction method of DayCounter class, assuming you
already have the correct day count basis in order to instantiate the proper
class.
Regards,
-------------------------
Piter Dias
[hidden email]
------------------------------------------------------------------------------
This SF.Net email is sponsored by the Verizon Developer Community
Take advantage of Verizon's best-in-class app development support
A streamlined, 14 day to market process makes app distribution fast and easy
Join now and get one step closer to millions of Verizon customers
http://p.sf.net/sfu/verizon-dev2dev
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users