Posted by
Khanh Nguyen on
URL: http://quantlib.414.s1.nabble.com/calculating-time-factor-of-a-cashflow-tp7739p7741.html
Hi Piter,
Thank you for your answer. Could you elaborate a little more? I can't
establish a "connection" between yearFraction() with the Matlab's
description of TimeFactor.
Regards,
Khanh Nguyen
On Mon, Jan 4, 2010 at 6:28 PM, Piter Dias <
[hidden email]> wrote:
> 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]
>
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