Posted by
Khanh Nguyen on
URL: http://quantlib.414.s1.nabble.com/calculating-time-factor-of-a-cashflow-tp7739p7742.html
there was a typo.. It should read
"between yearFraction() and the Matlab's description of TimeFactor."
-k
On Mon, Jan 4, 2010 at 6:38 PM, Khanh Nguyen <
[hidden email]> wrote:
> 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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