Posted by
Ahmad Mahomed on
Oct 29, 2010; 5:51am
URL: http://quantlib.414.s1.nabble.com/Getting-the-latestDate-from-a-SwapRateHelper-object-using-C-SWIG-Bindings-tp8721.html
Using the C# SWIG bindings, how does one get the value of the `latestDate()` from a SwapRateHelper defined as
var daysTillLast = curveEndDate.serialNumber() - TodaysDate.serialNumber();
var newFwdSwap =
new SwapRateHelper(
swapRate,
new Period(10,TimeUnit.Years),
SouthAfricanCalender,
Frequency.Quarterly,
DayConvention,
Actual365FixedDayCounter,
new Jibar(new Period(Frequency.Quarterly),DiscountingTermStructure),
0 /*zero spread */,
new Period(daysTillLast,TimeUnit.Days) /* fwdStart */
);
The latestDate() is part of the the functionality of the 'RelativeDateBootstrapHelper<YieldTermStructure>' object.
Note: I created the the above ctor since it was not defined in the SWIG files. I need to test this and if it works I will submit a patch for the files if its valid.
--
Ahmad Mahomed
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