vanilla swap mark to market

[gourmet-2]

Hi,

   I'm fairly new to QuantLib and our group is looking to Mark-To-Market
vanilla swap on daily base. In swapvaluation.cpp , spot day of swap is
09/22/2004 and it is priced on that day. For the same swap contract, if I
want to price it on 11/22/2004 ( assuming I have all the rates available),
what do I need to change in swapvaluation.cpp.

I tried to change evaluation date by Settings:instance().evaluationDate =
Date(22,November,2004 ), and this caused exception. I know I must missed
something.

Can anybody show me or give me an example code piece of how to do it. thanks

gourmet

[Luigi Ballabio]

On 04/27/2006 10:26:43 PM, gourmet wrote:
> I tried to change evaluation date by
> Settings:instance().evaluationDate =
> Date(22,November,2004 ), and this caused exception.

What exception?

Luigi



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Skinner's Constant (or Flannagan's Finagling Factor):
        That quantity which, when multiplied by, divided by, added to,
        or subtracted from the answer you got, gives you the answer you
        should have gotten.